+45.3%
TSEM vs BMRN
+383.8%
-338.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +4.7% | -3.8% | +8.5% | +5.5% |
| 30D | -14.2% | -6.5% | -7.8% | -13.2% |
| 3M | -5.0% | +11.2% | -16.3% | -7.3% |
| 6M | +87.6% | +5.8% | +81.8% | +84.1% |
| YTD | +84.4% | +8.4% | +76.1% | +79.7% |
| 1Y | +235.4% | +15.7% | +219.7% | +221.6% |
| 3Y | +668.0% | -28.6% | +696.6% | +695.6% |
| 5Y | +644.7% | -19.6% | +664.3% | +642.8% |
| 10Y | +1,326.7% | -31.5% | +1,358.2% | +1,310.4% |
| All | +45.3% | +383.8% | -338.5% | -14.2% |
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