+239.1%
TPR vs BMRN
-16.8%
+255.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.9% | -2.9% |
| 7D | -3.4% | -0.3% | -3.0% | -3.3% |
| 30D | -27.3% | +1.3% | -28.6% | -27.6% |
| 3M | -16.2% | +14.3% | -30.5% | -19.5% |
| 6M | -17.9% | +5.7% | -23.6% | -19.5% |
| YTD | -7.1% | +8.7% | -15.9% | -9.9% |
| 1Y | +13.6% | +14.6% | -1.0% | +7.8% |
| 3Y | +293.7% | -28.3% | +322.1% | +321.3% |
| 5Y | +239.1% | -15.7% | +254.8% | +227.2% |
| All | +239.1% | -16.8% | +255.9% | +227.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling