+40.9%
TTWO vs BMRN
-16.0%
+56.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +0.4% | -1.3% | +1.6% | +0.6% |
| 30D | -11.3% | -6.5% | -4.8% | -10.3% |
| 3M | +1.6% | +18.3% | -16.7% | -1.8% |
| 6M | +2.1% | +8.9% | -6.8% | 0.0% |
| YTD | -15.8% | +10.5% | -26.4% | -17.9% |
| 1Y | -12.6% | +17.5% | -30.1% | -16.0% |
| 3Y | +48.2% | -27.7% | +75.9% | +53.9% |
| All | +40.9% | -16.0% | +56.9% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling