+9,414.9%
TSM vs BMRN
+385.5%
+9,029.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.9% |
| 7D | +6.0% | -0.3% | +6.4% | +6.1% |
| 30D | +4.5% | +1.3% | +3.2% | +4.1% |
| 3M | +3.1% | +14.3% | -11.2% | 0.0% |
| 6M | +30.2% | +5.7% | +24.5% | +27.9% |
| YTD | +45.2% | +8.7% | +36.5% | +41.6% |
| 1Y | +79.6% | +14.6% | +64.9% | +72.4% |
| 3Y | +411.0% | -28.3% | +439.3% | +429.5% |
| 5Y | +290.7% | -15.7% | +306.5% | +287.6% |
| 10Y | +1,753.6% | -33.7% | +1,787.3% | +1,734.4% |
| All | +9,414.9% | +385.5% | +9,029.4% | +4,544.3% |
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