+30.0%
TXG vs BMRN
-9.4%
+39.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.1% | +3.2% |
| 7D | +9.5% | -1.3% | +10.8% | +10.0% |
| 30D | +18.8% | -6.5% | +25.3% | +22.6% |
| 3M | +136.1% | +18.3% | +117.9% | +117.9% |
| 6M | +235.2% | +8.9% | +226.4% | +220.1% |
| YTD | +320.5% | +10.5% | +310.0% | +297.7% |
| 1Y | +425.2% | +17.5% | +407.7% | +377.1% |
| 3Y | +42.9% | -27.7% | +70.6% | +60.2% |
| 5Y | -62.8% | -15.8% | -47.1% | -59.8% |
| All | +30.0% | -9.4% | +39.5% | +22.1% |
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