+1,282.5%
TSEM vs BMRN
-29.6%
+1,312.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -18.7% | -6.5% | -12.3% | -17.4% |
| 3M | -18.1% | +18.3% | -36.4% | -21.9% |
| 6M | +77.1% | +8.9% | +68.2% | +71.4% |
| YTD | +80.1% | +10.5% | +69.6% | +73.0% |
| 1Y | +220.4% | +17.5% | +202.9% | +200.8% |
| 3Y | +650.1% | -27.7% | +677.8% | +687.0% |
| 5Y | +628.9% | -15.8% | +644.6% | +608.9% |
| All | +1,282.5% | -29.6% | +1,312.1% | +1,198.6% |
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