+637.8%
TSEM vs BMRN
-27.4%
+665.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.2% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | -16.6% | -5.8% | -10.8% | -16.0% |
| 3M | -10.9% | +16.6% | -27.5% | -13.1% |
| 6M | +78.0% | +7.6% | +70.4% | +75.5% |
| YTD | +77.2% | +10.2% | +67.0% | +73.3% |
| 1Y | +207.6% | +20.2% | +187.4% | +193.3% |
| All | +637.8% | -27.4% | +665.2% | +668.0% |
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