+437.3%
TTMI vs BMRN
+272.7%
+164.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | +7.5% | -3.8% | +11.3% | +8.7% |
| 30D | -4.5% | -6.5% | +2.0% | -2.8% |
| 3M | -28.5% | +11.2% | -39.8% | -31.4% |
| 6M | +28.4% | +5.8% | +22.6% | +24.1% |
| YTD | +80.1% | +8.4% | +71.7% | +72.0% |
| 1Y | +161.0% | +15.7% | +145.4% | +143.6% |
| 3Y | +862.4% | -28.6% | +891.0% | +906.2% |
| 5Y | +812.9% | -19.6% | +832.5% | +799.5% |
| 10Y | +1,094.7% | -31.5% | +1,126.2% | +1,043.2% |
| All | +437.3% | +272.7% | +164.6% | +89.7% |
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