+7,077.2%
TYL vs BMRN
+329.1%
+6,748.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.3% | +2.6% | +1.7% | +3.9% |
| 30D | +28.0% | +4.3% | +23.7% | +27.1% |
| 3M | +32.3% | -17.1% | +49.4% | +36.1% |
| 6M | +29.9% | +5.7% | +24.2% | +28.5% |
| YTD | -7.1% | -3.9% | -3.2% | -6.9% |
| 1Y | -9.2% | +8.5% | -17.7% | -11.0% |
| 3Y | +0.7% | -32.0% | +32.7% | +4.7% |
| 5Y | -21.1% | -29.9% | +8.9% | -18.8% |
| 10Y | +180.8% | -38.9% | +219.7% | +183.2% |
| All | +7,077.2% | +329.1% | +6,748.0% | +5,506.4% |
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