+307.1%
TPR vs BMRN
-29.8%
+336.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | -5.1% | -1.4% | -3.7% | -4.7% |
| 30D | -27.6% | -5.8% | -21.7% | -26.1% |
| 3M | -17.5% | +16.6% | -34.1% | -21.4% |
| 6M | -21.3% | +7.6% | -28.9% | -23.4% |
| YTD | -8.5% | +10.2% | -18.7% | -11.8% |
| 1Y | +11.5% | +20.2% | -8.7% | +3.6% |
| 3Y | +288.0% | -27.4% | +315.4% | +311.0% |
| 5Y | +225.2% | -16.0% | +241.2% | +222.0% |
| All | +307.1% | -29.8% | +336.9% | +275.2% |
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