-10.4%
TSCO vs BMRN
-16.0%
+5.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.7% | -1.3% | -4.4% | -5.5% |
| 30D | -8.8% | -6.5% | -2.3% | -7.7% |
| 3M | +6.3% | +18.3% | -11.9% | +3.0% |
| 6M | -32.3% | +8.9% | -41.2% | -33.6% |
| YTD | -32.7% | +10.5% | -43.2% | -34.3% |
| 1Y | -43.7% | +17.5% | -61.2% | -45.9% |
| 3Y | -19.7% | -27.7% | +8.1% | -16.5% |
| All | -10.4% | -16.0% | +5.6% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling