+407.0%
TSM vs BMRN
-28.6%
+435.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.8% | -3.8% | +8.6% | +5.3% |
| 30D | +4.0% | -6.5% | +10.5% | +4.9% |
| 3M | +2.0% | +11.2% | -9.2% | +0.3% |
| 6M | +25.5% | +5.8% | +19.7% | +24.1% |
| YTD | +44.0% | +8.4% | +35.6% | +41.8% |
| 1Y | +75.4% | +15.7% | +59.8% | +70.5% |
| All | +407.0% | -28.6% | +435.6% | +415.1% |
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