-59.4%
TXG vs BMRN
-16.0%
-43.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.1% | +3.2% |
| 7D | +9.5% | -1.3% | +10.8% | +10.3% |
| 30D | +18.8% | -6.5% | +25.3% | +24.1% |
| 3M | +136.1% | +18.3% | +117.9% | +110.8% |
| 6M | +235.2% | +8.9% | +226.4% | +213.8% |
| YTD | +320.5% | +10.5% | +310.0% | +287.8% |
| 1Y | +425.2% | +17.5% | +407.7% | +355.5% |
| 3Y | +42.9% | -27.7% | +70.6% | +70.0% |
| All | -59.4% | -16.0% | -43.4% | -56.0% |
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