+2,207.9%
TRGP vs BMRN
+135.9%
+2,072.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.2% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +14.6% | +1.3% | +13.3% | +14.0% |
| 3M | +11.9% | +14.3% | -2.3% | +7.5% |
| 6M | +25.3% | +5.7% | +19.5% | +22.1% |
| YTD | +61.9% | +8.7% | +53.1% | +56.0% |
| 1Y | +87.3% | +14.6% | +72.6% | +76.5% |
| 3Y | +268.0% | -28.3% | +296.3% | +284.6% |
| 5Y | +638.2% | -15.7% | +654.0% | +613.2% |
| 10Y | +821.9% | -33.7% | +855.6% | +818.4% |
| All | +2,207.9% | +135.9% | +2,072.0% | +1,313.5% |
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 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