+218.7%
TRU vs BMRN
-51.9%
+270.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.7% | -1.3% | -1.5% | -2.4% |
| 30D | -2.0% | -6.5% | +4.4% | -0.4% |
| 3M | +18.4% | +18.3% | +0.2% | +13.4% |
| 6M | +8.9% | +8.9% | 0.0% | +6.0% |
| YTD | -8.9% | +10.5% | -19.5% | -11.9% |
| 1Y | -15.9% | +17.5% | -33.3% | -20.3% |
| 3Y | -1.1% | -27.7% | +26.6% | +3.5% |
| 5Y | -35.2% | -15.8% | -19.4% | -35.7% |
| 10Y | +145.3% | -30.1% | +175.4% | +136.9% |
| All | +218.7% | -51.9% | +270.6% | +215.9% |
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