+1,440.5%
FANG vs BMRN
+59.3%
+1,381.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | +7.6% | +18.3% | -10.7% | +3.3% |
| 6M | +17.3% | +8.9% | +8.4% | +14.0% |
| YTD | +38.7% | +10.5% | +28.2% | +34.0% |
| 1Y | +51.6% | +17.5% | +34.2% | +43.6% |
| 3Y | +50.0% | -27.7% | +77.7% | +55.8% |
| 5Y | +237.6% | -15.8% | +253.3% | +230.0% |
| 10Y | +180.7% | -30.1% | +210.8% | +176.6% |
| All | +1,440.5% | +59.3% | +1,381.3% | +1,302.7% |
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