+524.1%
FAST vs BMRN
-33.1%
+557.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.8% | -3.8% | +5.6% | +2.6% |
| 30D | -6.4% | -6.5% | 0.0% | -5.2% |
| 3M | +5.3% | +11.2% | -5.9% | +2.8% |
| 6M | +5.4% | +5.8% | -0.4% | +3.6% |
| YTD | +23.6% | +8.4% | +15.2% | +20.7% |
| 1Y | +4.1% | +15.7% | -11.6% | -0.3% |
| 3Y | +92.4% | -28.6% | +121.0% | +100.3% |
| 5Y | +106.1% | -19.6% | +125.7% | +104.0% |
| 10Y | +524.1% | -31.5% | +555.6% | +467.7% |
| All | +524.1% | -33.1% | +557.1% | +467.7% |
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 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