+419.8%
TXN vs BMRN
-29.6%
+449.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.6% | +3.7% |
| 7D | +4.0% | -1.3% | +5.2% | +4.3% |
| 30D | -2.9% | -6.5% | +3.6% | -1.1% |
| 3M | -9.1% | +18.3% | -27.4% | -13.9% |
| 6M | +36.6% | +8.9% | +27.7% | +31.8% |
| YTD | +57.5% | +10.5% | +47.0% | +51.0% |
| 1Y | +49.5% | +17.5% | +32.1% | +39.7% |
| 3Y | +76.5% | -27.7% | +104.3% | +86.3% |
| 5Y | +62.4% | -15.8% | +78.2% | +59.7% |
| All | +419.8% | -29.6% | +449.4% | +391.7% |
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