+69.0%
TPG vs BMRN
-25.2%
+94.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -9.4% | -1.3% | -8.1% | -9.1% |
| 30D | -5.3% | -6.5% | +1.2% | -3.7% |
| 3M | +12.9% | +18.3% | -5.3% | +7.7% |
| 6M | +20.1% | +8.9% | +11.2% | +16.7% |
| YTD | -22.5% | +10.5% | -33.0% | -25.2% |
| 1Y | -19.7% | +17.5% | -37.2% | -24.3% |
| 3Y | +81.2% | -27.7% | +108.9% | +91.6% |
| All | +69.0% | -25.2% | +94.3% | +64.9% |
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 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