+98.5%
TXT vs BMRN
-29.8%
+128.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -10.2% | -5.8% | -4.4% | -8.8% |
| 3M | -13.3% | +16.6% | -29.9% | -17.2% |
| 6M | -14.4% | +7.6% | -21.9% | -16.8% |
| YTD | -9.1% | +10.2% | -19.3% | -12.5% |
| 1Y | -2.2% | +20.2% | -22.4% | -8.8% |
| 3Y | +5.1% | -27.4% | +32.4% | +10.8% |
| 5Y | +12.8% | -16.0% | +28.8% | +11.3% |
| All | +98.5% | -29.8% | +128.3% | +81.4% |
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 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