+621.7%
TSEM vs BMRN
-16.0%
+637.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -4.9% | -1.3% | -3.6% | -4.7% |
| 30D | -18.7% | -6.5% | -12.3% | -17.8% |
| 3M | -18.1% | +18.3% | -36.4% | -20.7% |
| 6M | +77.1% | +8.9% | +68.2% | +73.3% |
| YTD | +80.1% | +10.5% | +69.6% | +75.2% |
| 1Y | +220.4% | +17.5% | +202.9% | +206.0% |
| 3Y | +650.1% | -27.7% | +677.8% | +679.6% |
| All | +621.7% | -16.0% | +637.7% | +614.3% |
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