+3,956.2%
TTWO vs BMRN
+393.4%
+3,562.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| 3M | +1.6% | +18.3% | -16.7% | -2.2% |
| 6M | +2.1% | +8.9% | -6.8% | -0.3% |
| YTD | -15.8% | +10.5% | -26.4% | -18.2% |
| 1Y | -12.6% | +17.5% | -30.1% | -16.6% |
| 3Y | +48.2% | -27.7% | +75.9% | +54.0% |
| 5Y | +40.0% | -15.8% | +55.7% | +38.3% |
| 10Y | +404.1% | -30.1% | +434.3% | +392.1% |
| All | +3,956.2% | +393.4% | +3,562.8% | +2,121.6% |
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 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