+371.7%
TPR vs BMRN
-37.5%
+409.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | +6.4% | +2.1% | +4.3% | +5.7% |
| 30D | +13.8% | +5.3% | +8.4% | +11.8% |
| 3M | -16.6% | -16.1% | -0.5% | -12.0% |
| 6M | +0.7% | +10.9% | -10.3% | -3.1% |
| YTD | +5.3% | -1.9% | +7.2% | +5.0% |
| 1Y | +32.4% | +6.2% | +26.2% | +27.7% |
| 3Y | +406.4% | -30.5% | +436.9% | +445.3% |
| 5Y | +227.9% | -28.4% | +256.3% | +241.5% |
| 10Y | +371.7% | -36.2% | +407.9% | +354.6% |
| All | +371.7% | -37.5% | +409.2% | +354.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling