+181.9%
FANG vs BMRN
-29.6%
+211.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.9% | -1.3% | +4.2% | +3.2% |
| 30D | +2.6% | -6.5% | +9.1% | +4.5% |
| 3M | +7.6% | +18.3% | -10.7% | +2.2% |
| 6M | +17.3% | +8.9% | +8.4% | +13.2% |
| YTD | +38.7% | +10.5% | +28.2% | +32.8% |
| 1Y | +51.6% | +17.5% | +34.2% | +41.5% |
| 3Y | +50.0% | -27.7% | +77.7% | +57.7% |
| 5Y | +237.6% | -15.8% | +253.3% | +223.2% |
| All | +181.9% | -29.6% | +211.5% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling