+149.8%
TOST vs BMRN
-33.2%
+183.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +4.0% | -0.5% | +4.5% | +4.1% |
| 30D | +11.1% | +4.3% | +6.7% | +9.9% |
| 3M | +0.8% | -10.4% | +11.2% | +3.3% |
| 6M | +38.8% | +5.8% | +33.0% | +36.2% |
| YTD | -2.1% | -3.8% | +1.7% | -1.8% |
| 1Y | -6.0% | +11.1% | -17.1% | -9.6% |
| 3Y | +149.8% | -31.7% | +181.5% | +172.3% |
| All | +149.8% | -33.2% | +183.0% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling