-2.7%
TXT vs BMRN
+12.9%
-15.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -4.8% | +2.9% | -7.7% | -5.0% |
| 30D | -10.6% | +11.0% | -21.7% | -11.5% |
| 3M | -13.2% | +17.8% | -31.0% | -14.5% |
| 6M | -20.3% | +10.1% | -30.4% | -21.0% |
| YTD | -9.3% | +11.9% | -21.2% | -10.2% |
| 1Y | -2.7% | +17.2% | -19.9% | -3.3% |
| All | -2.7% | +12.9% | -15.6% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling