+330.4%
TSM vs BMRN
-31.2%
+361.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +6.2% | +2.1% | +4.1% | +5.9% |
| 30D | -7.3% | +3.8% | -11.1% | -7.7% |
| 3M | -7.1% | -16.5% | +9.4% | -5.0% |
| 6M | +0.2% | +6.9% | -6.6% | -1.7% |
| YTD | +32.2% | -3.7% | +35.9% | +32.0% |
| 1Y | +42.8% | +5.6% | +37.2% | +39.9% |
| 3Y | +330.4% | -31.4% | +361.8% | +350.1% |
| All | +330.4% | -31.2% | +361.6% | +350.1% |
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