+64.5%
FBTC vs BMRN
-31.0%
+95.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | +22.0% | -6.5% | +28.5% | +23.6% |
| 3M | +21.6% | +18.3% | +3.4% | +16.9% |
| 6M | +9.2% | +8.9% | +0.3% | +6.7% |
| YTD | -11.8% | +10.5% | -22.3% | -14.4% |
| 1Y | -32.7% | +17.5% | -50.2% | -36.1% |
| All | +64.5% | -31.0% | +95.5% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling