+5.5%
TXT vs BMRN
-28.6%
+34.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.8% | -3.8% | +4.6% | +1.6% |
| 30D | -10.4% | -6.5% | -3.9% | -9.3% |
| 3M | -14.3% | +11.2% | -25.6% | -16.4% |
| 6M | -15.1% | +5.8% | -20.9% | -16.4% |
| YTD | -8.3% | +8.4% | -16.7% | -10.3% |
| 1Y | -0.7% | +15.7% | -16.4% | -4.8% |
| All | +5.5% | -28.6% | +34.1% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling