-48.1%
TOST vs BMRN
-18.1%
-30.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -4.7% | -3.8% | -0.8% | -2.9% |
| 30D | -9.1% | -6.5% | -2.6% | -6.3% |
| 3M | +29.8% | +11.2% | +18.6% | +22.7% |
| 6M | +10.0% | +5.8% | +4.2% | +5.9% |
| YTD | -8.6% | +8.4% | -17.0% | -13.4% |
| 1Y | -20.7% | +15.7% | -36.4% | -28.2% |
| 3Y | +55.7% | -28.6% | +84.3% | +75.5% |
| All | -48.1% | -18.1% | -30.0% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling