-6.8%
TSN vs BMRN
-29.6%
+22.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +3.0% | -1.3% | +4.3% | +3.2% |
| 30D | -4.2% | -6.5% | +2.3% | -3.3% |
| 3M | -3.9% | +18.3% | -22.1% | -6.3% |
| 6M | -9.8% | +8.9% | -18.7% | -11.3% |
| YTD | -7.3% | +10.5% | -17.8% | -9.0% |
| 1Y | -2.2% | +17.5% | -19.7% | -5.2% |
| 3Y | +11.9% | -27.7% | +39.6% | +14.6% |
| 5Y | -16.9% | -15.8% | -1.2% | -18.1% |
| All | -6.8% | -29.6% | +22.8% | -13.3% |
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 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