+1,213.1%
TNA vs BMRN
+294.0%
+919.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -7.3% | -1.3% | -6.0% | -6.3% |
| 30D | -14.2% | -6.5% | -7.7% | -9.4% |
| 3M | -4.6% | +18.3% | -22.8% | -18.4% |
| 6M | +36.9% | +8.9% | +28.0% | +23.3% |
| YTD | +42.5% | +10.5% | +32.0% | +25.7% |
| 1Y | +45.8% | +17.5% | +28.3% | +19.3% |
| 3Y | +104.7% | -27.7% | +132.4% | +144.8% |
| 5Y | -21.7% | -15.8% | -5.9% | -15.2% |
| 10Y | +83.8% | -30.1% | +114.0% | +125.8% |
| All | +1,213.1% | +294.0% | +919.1% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling