-97.2%
TSLQ vs BMRN
-26.2%
-71.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | 0.0% |
| 7D | -8.0% | -3.8% | -4.2% | -9.6% |
| 30D | -23.8% | -6.5% | -17.3% | -25.9% |
| 3M | -7.0% | +11.2% | -18.2% | -2.6% |
| 6M | -17.1% | +5.8% | -22.9% | -14.6% |
| YTD | +0.1% | +8.4% | -8.3% | +4.3% |
| 1Y | -51.2% | +15.7% | -66.8% | -46.9% |
| 3Y | -95.9% | -28.6% | -67.3% | -96.0% |
| All | -97.2% | -26.2% | -71.0% | -97.2% |
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