+59.6%
TXN vs BMRN
-16.0%
+75.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.6% | +3.8% |
| 7D | +4.0% | -1.3% | +5.2% | +4.3% |
| 30D | -2.9% | -6.5% | +3.6% | -1.4% |
| 3M | -9.1% | +18.3% | -27.4% | -13.2% |
| 6M | +36.6% | +8.9% | +27.7% | +32.8% |
| YTD | +57.5% | +10.5% | +47.0% | +52.1% |
| 1Y | +49.5% | +17.5% | +32.1% | +41.1% |
| 3Y | +76.5% | -27.7% | +104.3% | +85.9% |
| All | +59.6% | -16.0% | +75.6% | +59.4% |
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