+890.1%
TTMI vs BMRN
-27.2%
+917.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +0.7% | -1.3% | +1.9% | +0.7% |
| 30D | -8.4% | -6.5% | -2.0% | -8.0% |
| 3M | -32.5% | +18.3% | -50.7% | -33.8% |
| 6M | +32.5% | +8.9% | +23.6% | +31.3% |
| YTD | +83.2% | +10.5% | +72.7% | +80.8% |
| 1Y | +161.7% | +17.5% | +144.2% | +153.8% |
| 3Y | +890.1% | -27.7% | +917.8% | +909.6% |
| All | +890.1% | -27.2% | +917.3% | +909.6% |
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