+4,903.2%
FAST vs BMRN
+329.5%
+4,573.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.6% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | +8.1% | +4.3% | +3.7% | +7.3% |
| 3M | +5.8% | -10.4% | +16.2% | +7.5% |
| 6M | +24.9% | +5.8% | +19.1% | +23.1% |
| YTD | +38.9% | -3.8% | +42.7% | +38.9% |
| 1Y | +36.5% | +11.1% | +25.4% | +32.8% |
| 3Y | +98.1% | -31.7% | +129.8% | +105.8% |
| 5Y | +109.3% | -30.9% | +140.2% | +114.0% |
| 10Y | +547.9% | -37.7% | +585.6% | +546.2% |
| All | +4,903.2% | +329.5% | +4,573.6% | +3,264.5% |
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