-97.2%
TSLQ vs BMRN
-24.8%
-72.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.4% |
| 3M | -3.6% | +18.3% | -21.9% | +3.7% |
| 6M | -12.0% | +8.9% | -20.8% | -8.1% |
| YTD | +1.4% | +10.5% | -9.1% | +6.5% |
| 1Y | -43.6% | +17.5% | -61.0% | -38.4% |
| 3Y | -95.4% | -27.7% | -67.7% | -95.5% |
| All | -97.2% | -24.8% | -72.4% | -97.1% |
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 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