+376.4%
TTD vs BMRN
-33.0%
+409.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.4% | +2.5% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | +6.3% | -6.5% | +12.8% | +9.6% |
| 3M | -24.1% | +18.3% | -42.4% | -30.7% |
| 6M | -47.4% | +8.9% | -56.3% | -50.5% |
| YTD | -62.2% | +10.5% | -72.7% | -64.9% |
| 1Y | -68.3% | +17.5% | -85.8% | -71.8% |
| 3Y | -83.4% | -27.7% | -55.7% | -81.8% |
| 5Y | -80.3% | -15.8% | -64.5% | -79.9% |
| All | +376.4% | -33.0% | +409.4% | +312.7% |
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 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