+17,153.7%
TSCO vs BMRN
+392.1%
+16,761.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -3.1% | -1.4% | -1.7% | -2.9% |
| 30D | -4.4% | -5.8% | +1.4% | -3.5% |
| 3M | +9.7% | +16.6% | -6.9% | +7.1% |
| 6M | -32.4% | +7.6% | -40.0% | -33.4% |
| YTD | -31.7% | +10.2% | -41.9% | -33.0% |
| 1Y | -41.3% | +20.2% | -61.5% | -43.3% |
| 3Y | -18.3% | -27.4% | +9.1% | -16.1% |
| 5Y | -10.3% | -16.0% | +5.7% | -10.7% |
| 10Y | +188.5% | -30.3% | +218.8% | +183.2% |
| All | +17,153.7% | +392.1% | +16,761.6% | +13,297.4% |
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 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