-3.6%
TXT vs BMRN
+20.3%
-23.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | -10.2% | -5.8% | -4.4% | -9.7% |
| 3M | -13.3% | +16.6% | -29.9% | -14.6% |
| 6M | -14.4% | +7.6% | -21.9% | -14.9% |
| YTD | -9.1% | +10.2% | -19.3% | -10.0% |
| All | -3.6% | +20.3% | -23.9% | -3.7% |
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 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