+11.9%
TSN vs BMRN
-27.2%
+39.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.6% |
| 3M | -3.9% | +18.3% | -22.1% | -5.6% |
| 6M | -9.8% | +8.9% | -18.7% | -10.8% |
| YTD | -7.3% | +10.5% | -17.8% | -8.4% |
| 1Y | -2.2% | +17.5% | -19.7% | -4.3% |
| 3Y | +11.9% | -27.7% | +39.6% | +9.0% |
| All | +11.9% | -27.2% | +39.1% | +9.0% |
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