+8,433.2%
TPR vs BMRN
+243.1%
+8,190.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | +6.4% | +2.1% | +4.3% | +5.8% |
| 30D | +13.8% | +5.3% | +8.4% | +12.3% |
| 3M | -16.6% | -16.1% | -0.5% | -13.2% |
| 6M | +0.7% | +10.9% | -10.3% | -2.1% |
| YTD | +5.3% | -1.9% | +7.2% | +5.2% |
| 1Y | +32.4% | +6.2% | +26.2% | +29.0% |
| 3Y | +406.4% | -30.5% | +436.9% | +435.3% |
| 5Y | +227.9% | -28.4% | +256.3% | +240.4% |
| 10Y | +371.7% | -36.2% | +407.9% | +379.9% |
| All | +8,433.2% | +243.1% | +8,190.1% | +3,688.6% |
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 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