+7,018.0%
TYL vs BMRN
+329.5%
+6,688.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.0% |
| 6M | +28.8% | +5.8% | +23.1% | +27.4% |
| YTD | -7.9% | -3.8% | -4.1% | -7.7% |
| 1Y | -9.8% | +11.1% | -20.9% | -11.9% |
| 3Y | +1.2% | -31.7% | +32.9% | +5.1% |
| 5Y | -22.8% | -30.9% | +8.1% | -20.4% |
| 10Y | +168.8% | -37.7% | +206.5% | +170.3% |
| All | +7,018.0% | +329.5% | +6,688.4% | +5,459.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling