+98.1%
FAST vs BMRN
-33.2%
+131.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.8% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | +8.1% | +4.3% | +3.7% | +7.5% |
| 3M | +5.8% | -10.4% | +16.2% | +6.9% |
| 6M | +24.9% | +5.8% | +19.1% | +23.8% |
| YTD | +38.9% | -3.8% | +42.7% | +39.1% |
| 1Y | +36.5% | +11.1% | +25.4% | +34.1% |
| 3Y | +98.1% | -31.7% | +129.8% | +97.8% |
| All | +98.1% | -33.2% | +131.4% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling