+3,319.5%
TT vs BMRN
+325.9%
+2,993.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.3% |
| 7D | +8.1% | +1.0% | +7.0% | +7.9% |
| 30D | -11.3% | +4.3% | -15.6% | -12.1% |
| 3M | -11.2% | -19.3% | +8.1% | -8.0% |
| 6M | -8.9% | +7.2% | -16.1% | -10.7% |
| YTD | +9.7% | -4.6% | +14.3% | +9.6% |
| 1Y | +1.3% | +2.5% | -1.2% | -0.5% |
| 3Y | +93.4% | -32.5% | +125.8% | +101.6% |
| 5Y | +133.5% | -30.6% | +164.2% | +139.4% |
| 10Y | +739.9% | -38.0% | +777.9% | +737.9% |
| All | +3,319.5% | +325.9% | +2,993.6% | +2,120.1% |
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 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