-95.4%
TSLQ vs BMRN
-27.2%
-68.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.9% |
| 7D | -6.6% | -1.3% | -5.3% | -7.2% |
| 30D | -24.3% | -6.5% | -17.8% | -26.2% |
| 3M | -3.6% | +18.3% | -21.9% | +3.3% |
| 6M | -12.0% | +8.9% | -20.8% | -8.4% |
| YTD | +1.4% | +10.5% | -9.1% | +6.1% |
| 1Y | -43.6% | +17.5% | -61.0% | -38.8% |
| 3Y | -95.4% | -27.7% | -67.7% | -95.1% |
| All | -95.4% | -27.2% | -68.2% | -95.1% |
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