-23.8%
BMRN vs FGI
-69.8%
+46.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | -2.9% |
| 7D | -0.3% | +5.2% | -5.5% | -0.4% |
| 30D | +1.3% | +65.2% | -63.9% | +0.1% |
| 3M | +14.3% | +30.2% | -15.9% | +13.3% |
| 6M | +5.7% | +87.8% | -82.1% | +3.1% |
| YTD | +8.7% | +32.5% | -23.7% | +6.7% |
| 1Y | +14.6% | +93.6% | -79.0% | +10.2% |
| 3Y | -28.3% | -2.6% | -25.8% | -30.1% |
| All | -23.8% | -69.8% | +46.0% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling