+9.5%
TPR vs BMRN
+14.5%
-5.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -7.3% | -3.8% | -3.5% | -6.5% |
| 30D | -30.7% | -6.5% | -24.2% | -29.7% |
| 3M | -21.6% | +11.2% | -32.8% | -22.9% |
| 6M | -21.3% | +5.8% | -27.1% | -22.8% |
| YTD | -10.2% | +8.4% | -18.6% | -12.0% |
| 1Y | +9.5% | +15.7% | -6.2% | +8.2% |
| All | +9.5% | +14.5% | -5.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling