-18.6%
TOST vs BMRN
+14.9%
-33.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -1.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -3.5% | +1.3% | -4.7% | -4.0% |
| 3M | +38.1% | +14.3% | +23.8% | +33.7% |
| 6M | +9.9% | +5.7% | +4.2% | +8.1% |
| YTD | -6.3% | +8.7% | -15.0% | -8.7% |
| All | -18.6% | +14.9% | -33.5% | -20.8% |
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