+62.3%
FDS vs BMRN
-29.6%
+91.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -14.0% | -1.3% | -12.7% | -13.7% |
| 30D | -6.2% | -6.5% | +0.3% | -4.8% |
| 3M | +10.2% | +18.3% | -8.1% | +5.8% |
| 6M | +27.4% | +8.9% | +18.6% | +24.2% |
| YTD | -9.3% | +10.5% | -19.8% | -12.0% |
| 1Y | -28.6% | +17.5% | -46.1% | -32.2% |
| 3Y | -36.8% | -27.7% | -9.1% | -34.0% |
| 5Y | -28.6% | -15.8% | -12.8% | -29.9% |
| All | +62.3% | -29.6% | +91.9% | +46.8% |
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 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