+302.0%
TRV vs BMRN
-29.6%
+331.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +1.9% | -1.3% | +3.2% | +2.2% |
| 30D | +1.7% | -6.5% | +8.2% | +2.8% |
| 3M | +23.9% | +18.3% | +5.6% | +20.1% |
| 6M | +26.3% | +8.9% | +17.4% | +23.8% |
| YTD | +30.8% | +10.5% | +20.3% | +27.8% |
| 1Y | +36.3% | +17.5% | +18.9% | +31.1% |
| 3Y | +145.0% | -27.7% | +172.7% | +152.8% |
| 5Y | +163.9% | -15.8% | +179.7% | +158.1% |
| All | +302.0% | -29.6% | +331.6% | +286.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling