+3,270.6%
TT vs BMRN
+329.9%
+2,940.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.6% |
| 7D | +4.0% | +2.1% | +1.9% | +3.6% |
| 30D | -11.3% | +3.8% | -15.1% | -12.0% |
| 3M | -12.3% | -16.5% | +4.2% | -9.7% |
| 6M | -10.8% | +6.9% | -17.7% | -12.6% |
| YTD | +8.2% | -3.7% | +11.9% | +7.8% |
| 1Y | +1.5% | +5.6% | -4.1% | -0.8% |
| 3Y | +91.5% | -31.4% | +122.8% | +99.0% |
| 5Y | +130.2% | -30.0% | +160.2% | +135.6% |
| 10Y | +727.9% | -37.4% | +765.3% | +724.5% |
| All | +3,270.6% | +329.9% | +2,940.7% | +2,084.7% |
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