+1,757.1%
TSM vs BMRN
-29.8%
+1,787.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | +2.6% | -1.4% | +4.0% | +2.9% |
| 30D | +1.4% | -5.8% | +7.2% | +2.8% |
| 3M | +5.0% | +16.6% | -11.7% | +0.6% |
| 6M | +24.0% | +7.6% | +16.4% | +20.8% |
| YTD | +41.6% | +10.2% | +31.3% | +36.8% |
| 1Y | +66.2% | +20.2% | +46.0% | +56.1% |
| 3Y | +398.2% | -27.4% | +425.6% | +420.1% |
| 5Y | +277.6% | -16.0% | +293.6% | +272.1% |
| All | +1,757.1% | -29.8% | +1,787.0% | +1,687.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling