+1.2%
TYL vs BMRN
-33.2%
+34.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -0.9% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | +26.9% | +4.3% | +22.6% | +26.1% |
| 3M | +33.8% | -10.4% | +44.2% | +35.6% |
| 6M | +28.8% | +5.8% | +23.1% | +28.2% |
| YTD | -7.9% | -3.8% | -4.1% | -7.5% |
| 1Y | -9.8% | +11.1% | -20.9% | -11.2% |
| 3Y | +1.2% | -31.7% | +32.9% | -1.7% |
| All | +1.2% | -33.2% | +34.4% | -1.7% |
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 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