+27.6%
TXG vs BMRN
-11.2%
+38.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +9.1% | -3.8% | +13.0% | +11.1% |
| 30D | +14.9% | -6.5% | +21.4% | +18.6% |
| 3M | +120.0% | +11.2% | +108.7% | +109.1% |
| 6M | +221.8% | +5.8% | +216.0% | +211.6% |
| YTD | +312.6% | +8.4% | +304.2% | +293.9% |
| 1Y | +398.4% | +15.7% | +382.8% | +356.6% |
| 3Y | +42.1% | -28.6% | +70.7% | +60.3% |
| 5Y | -63.5% | -19.6% | -43.9% | -59.9% |
| All | +27.6% | -11.2% | +38.8% | +20.9% |
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