+2,030.3%
TRV vs BMRN
+392.1%
+1,638.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | -2.1% | -5.8% | +3.7% | -1.5% |
| 3M | +21.2% | +16.6% | +4.5% | +18.7% |
| 6M | +22.0% | +7.6% | +14.5% | +20.5% |
| YTD | +27.7% | +10.2% | +17.5% | +25.6% |
| 1Y | +36.6% | +20.2% | +16.4% | +32.4% |
| 3Y | +141.1% | -27.4% | +168.4% | +146.0% |
| 5Y | +157.6% | -16.0% | +173.6% | +155.2% |
| 10Y | +296.2% | -30.3% | +326.5% | +289.7% |
| All | +2,030.3% | +392.1% | +1,638.2% | +1,323.9% |
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