+265.7%
TSM vs BMRN
-30.6%
+296.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +6.2% | +2.1% | +4.1% | +5.8% |
| 30D | -7.3% | +3.8% | -11.1% | -8.1% |
| 3M | -7.1% | -16.5% | +9.4% | -3.8% |
| 6M | +0.2% | +6.9% | -6.6% | -2.4% |
| YTD | +32.2% | -3.7% | +35.9% | +31.8% |
| 1Y | +42.8% | +5.6% | +37.2% | +38.5% |
| 3Y | +330.4% | -31.4% | +361.8% | +353.6% |
| All | +265.7% | -30.6% | +296.3% | +267.1% |
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