-45.7%
TOST vs BMRN
-15.4%
-30.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.4% | +2.9% | -6.3% | -4.7% |
| 30D | -2.4% | +11.0% | -13.5% | -7.6% |
| 3M | +34.6% | +17.8% | +16.8% | +23.9% |
| 6M | +15.2% | +10.1% | +5.1% | +8.7% |
| YTD | -4.4% | +11.9% | -16.3% | -10.7% |
| 1Y | -17.4% | +17.2% | -34.7% | -25.6% |
| 3Y | +54.5% | -28.5% | +82.9% | +75.9% |
| All | -45.7% | -15.4% | -30.3% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling