-17.4%
TOST vs BMRN
+12.9%
-30.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.4% | +2.9% | -6.3% | -4.0% |
| 30D | -2.4% | +11.0% | -13.5% | -5.0% |
| 3M | +34.6% | +17.8% | +16.8% | +29.4% |
| 6M | +15.2% | +10.1% | +5.1% | +12.3% |
| YTD | -4.4% | +11.9% | -16.3% | -7.5% |
| 1Y | -17.4% | +17.2% | -34.7% | -19.4% |
| All | -17.4% | +12.9% | -30.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling