+140.0%
TRV vs BMRN
-27.4%
+167.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -1.5% | -1.4% | -0.1% | -1.4% |
| 30D | -1.8% | -5.8% | +4.0% | -1.4% |
| 3M | +21.6% | +16.6% | +4.9% | +19.8% |
| 6M | +22.5% | +7.6% | +14.9% | +21.5% |
| YTD | +28.1% | +10.2% | +17.9% | +26.8% |
| 1Y | +37.0% | +20.2% | +16.8% | +34.3% |
| All | +140.0% | -27.4% | +167.4% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling