+1,171.7%
TXN vs BMRN
+392.1%
+779.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +2.0% | -1.4% | +3.4% | +2.2% |
| 30D | -8.0% | -5.8% | -2.2% | -7.0% |
| 3M | -7.8% | +16.6% | -24.4% | -10.9% |
| 6M | +32.4% | +7.6% | +24.8% | +29.5% |
| YTD | +51.7% | +10.2% | +41.5% | +47.4% |
| 1Y | +44.3% | +20.2% | +24.1% | +37.2% |
| 3Y | +71.3% | -27.4% | +98.6% | +77.5% |
| 5Y | +56.4% | -16.0% | +72.4% | +55.8% |
| 10Y | +410.2% | -30.3% | +440.5% | +405.7% |
| All | +1,171.7% | +392.1% | +779.6% | +546.5% |
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