+48.1%
TSLA vs BMRN
-18.8%
+66.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | +9.2% | -5.8% | +15.0% | +11.6% |
| 3M | -4.7% | +16.6% | -21.4% | -11.1% |
| 6M | -8.9% | +7.6% | -16.5% | -12.6% |
| YTD | -19.2% | +10.2% | -29.4% | -23.5% |
| 1Y | +4.5% | +20.2% | -15.7% | -6.1% |
| 3Y | +46.3% | -27.4% | +73.7% | +60.4% |
| 5Y | +48.1% | -16.0% | +64.1% | +47.2% |
| All | +48.1% | -18.8% | +66.9% | +47.2% |
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 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