-22.4%
TYL vs BMRN
-32.6%
+10.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +6.7% | -4.2% | +10.9% | +7.8% |
| 30D | +26.5% | +1.5% | +25.0% | +26.1% |
| 3M | +37.3% | -8.8% | +46.1% | +40.1% |
| 6M | +31.2% | +2.6% | +28.5% | +30.0% |
| YTD | -7.4% | -5.7% | -1.6% | -6.5% |
| 1Y | -9.6% | +8.1% | -17.6% | -12.4% |
| 3Y | +1.9% | -26.5% | +28.4% | +3.9% |
| All | -22.4% | -32.6% | +10.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling