+7,716.4%
TPR vs BMRN
+291.4%
+7,425.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -2.3% | +2.9% | -5.2% | -3.0% |
| 30D | -23.0% | +11.0% | -34.0% | -24.9% |
| 3M | -12.5% | +17.8% | -30.3% | -15.8% |
| 6M | -21.4% | +10.1% | -31.5% | -23.4% |
| YTD | -3.5% | +11.9% | -15.5% | -6.5% |
| 1Y | +17.4% | +17.2% | +0.1% | +11.8% |
| 3Y | +291.3% | -28.5% | +319.7% | +309.6% |
| 5Y | +241.9% | -21.7% | +263.6% | +247.2% |
| 10Y | +322.7% | -30.5% | +353.2% | +320.6% |
| All | +7,716.4% | +291.4% | +7,425.1% | +3,269.4% |
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