+620.9%
TRGP vs BMRN
-16.0%
+636.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.1% | -1.3% | +1.3% | +0.2% |
| 30D | +8.0% | -6.5% | +14.5% | +8.9% |
| 3M | +8.3% | +18.3% | -10.0% | +5.8% |
| 6M | +23.9% | +8.9% | +15.0% | +22.2% |
| YTD | +59.6% | +10.5% | +49.1% | +56.9% |
| 1Y | +79.4% | +17.5% | +62.0% | +74.0% |
| 3Y | +269.4% | -27.7% | +297.1% | +282.2% |
| All | +620.9% | -16.0% | +636.9% | +619.5% |
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