+4,987.5%
FAST vs BMRN
+338.2%
+4,649.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | +4.3% | +2.1% | +2.2% | +3.9% |
| 30D | +8.3% | +5.3% | +3.0% | +7.3% |
| 3M | +6.5% | -16.1% | +22.6% | +9.4% |
| 6M | +29.5% | +10.9% | +18.6% | +26.7% |
| YTD | +41.3% | -1.9% | +43.1% | +40.8% |
| 1Y | +37.4% | +6.2% | +31.2% | +34.7% |
| 3Y | +98.5% | -30.5% | +129.1% | +105.7% |
| 5Y | +111.1% | -28.4% | +139.5% | +114.6% |
| 10Y | +548.6% | -36.2% | +584.8% | +544.3% |
| All | +4,987.5% | +338.2% | +4,649.3% | +3,310.1% |
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