-46.7%
TOST vs BMRN
-17.8%
-29.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -0.6% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -3.5% | +1.3% | -4.7% | -4.4% |
| 3M | +38.1% | +14.3% | +23.8% | +29.0% |
| 6M | +9.9% | +5.7% | +4.2% | +5.8% |
| YTD | -6.3% | +8.7% | -15.0% | -11.3% |
| 1Y | -18.3% | +14.6% | -32.9% | -25.7% |
| 3Y | +59.7% | -28.3% | +88.1% | +79.7% |
| All | -46.7% | -17.8% | -29.0% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling