-32.6%
BMRN vs FGI
-74.8%
+42.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -25.2% | +26.1% | +1.2% |
| 7D | +2.1% | -14.4% | +16.5% | +2.3% |
| 30D | +3.8% | -11.8% | +15.6% | +3.8% |
| 3M | -16.5% | -46.2% | +29.8% | -16.1% |
| 6M | +6.9% | +5.2% | +1.7% | +6.0% |
| YTD | -3.7% | +10.5% | -14.2% | -5.5% |
| 1Y | +5.6% | +25.5% | -19.9% | +3.1% |
| 3Y | -31.4% | -16.0% | -15.4% | -33.1% |
| All | -32.6% | -74.8% | +42.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling