-9.8%
TRI vs BMRN
-16.0%
+6.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | -7.9% | -1.3% | -6.6% | -7.7% |
| 30D | -4.5% | -6.5% | +2.0% | -3.6% |
| 3M | +22.1% | +18.3% | +3.8% | +19.4% |
| 6M | -2.8% | +8.9% | -11.7% | -4.1% |
| YTD | -23.4% | +10.5% | -33.9% | -24.7% |
| 1Y | -41.5% | +17.5% | -59.0% | -43.2% |
| 3Y | -19.2% | -27.7% | +8.5% | -17.0% |
| All | -9.8% | -16.0% | +6.2% | -10.3% |
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