+104.0%
TYL vs BMRN
-33.1%
+137.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -8.6% | -3.8% | -4.8% | -7.8% |
| 30D | +7.5% | -6.5% | +14.0% | +9.1% |
| 3M | +10.9% | +11.2% | -0.3% | +8.4% |
| 6M | -6.7% | +5.8% | -12.5% | -8.2% |
| YTD | -24.5% | +8.4% | -32.9% | -26.2% |
| 1Y | -38.6% | +15.7% | -54.3% | -41.2% |
| 3Y | -12.6% | -28.6% | +16.0% | -9.0% |
| 5Y | -28.2% | -19.6% | -8.6% | -28.0% |
| 10Y | +104.0% | -31.5% | +135.5% | +98.1% |
| All | +104.0% | -33.1% | +137.1% | +98.1% |
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