-7.2%
TYL vs BMRN
-26.7%
+19.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -3.7% | +2.9% | -6.6% | -4.0% |
| 30D | +18.7% | +11.0% | +7.7% | +17.3% |
| 3M | +18.1% | +17.8% | +0.3% | +16.2% |
| 6M | -1.1% | +10.1% | -11.2% | -2.2% |
| YTD | -19.8% | +11.9% | -31.8% | -20.8% |
| 1Y | -34.3% | +17.2% | -51.6% | -35.6% |
| All | -7.2% | -26.7% | +19.6% | -9.9% |
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