+505.0%
TRI vs BMRN
+1,210.2%
-705.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -14.4% | -1.4% | -13.0% | -14.2% |
| 30D | -8.1% | -5.8% | -2.3% | -7.4% |
| 3M | +17.5% | +16.6% | +0.9% | +15.2% |
| 6M | -5.0% | +7.6% | -12.5% | -6.1% |
| YTD | -24.7% | +10.2% | -34.9% | -25.9% |
| 1Y | -41.5% | +20.2% | -61.7% | -43.3% |
| 3Y | -20.3% | -27.4% | +7.0% | -18.5% |
| 5Y | -10.9% | -16.0% | +5.1% | -11.5% |
| 10Y | +190.6% | -30.3% | +220.9% | +184.2% |
| All | +505.0% | +1,210.2% | -705.2% | +341.8% |
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