+46.5%
F vs BMRN
-16.8%
+63.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.4% | -3.4% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +1.2% | +1.3% | -0.1% | +0.8% |
| 3M | -5.7% | +14.3% | -19.9% | -9.4% |
| 6M | +17.9% | +5.7% | +12.2% | +15.5% |
| YTD | +10.4% | +8.7% | +1.7% | +7.1% |
| 1Y | +25.3% | +14.6% | +10.7% | +19.3% |
| 3Y | +37.5% | -28.3% | +65.8% | +45.3% |
| 5Y | +46.5% | -15.7% | +62.3% | +34.3% |
| All | +46.5% | -16.8% | +63.3% | +34.3% |
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