+148.2%
TT vs BMRN
-18.1%
+166.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.4% | -3.8% | +5.2% | +2.1% |
| 30D | -6.7% | -6.5% | -0.2% | -5.6% |
| 3M | -5.4% | +11.2% | -16.6% | -7.6% |
| 6M | +4.4% | +5.8% | -1.4% | +2.7% |
| YTD | +14.9% | +8.4% | +6.6% | +12.4% |
| 1Y | +9.3% | +15.7% | -6.4% | +5.0% |
| 3Y | +121.7% | -28.6% | +150.3% | +132.2% |
| 5Y | +148.2% | -19.6% | +167.7% | +145.3% |
| All | +148.2% | -18.1% | +166.2% | +145.3% |
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 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