-27.7%
FDS vs BMRN
-18.8%
-9.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -6.2% |
| 7D | -16.0% | -1.4% | -14.6% | -15.7% |
| 30D | -6.7% | -5.8% | -0.9% | -5.6% |
| 3M | +6.0% | +16.6% | -10.7% | +2.6% |
| 6M | +25.1% | +7.6% | +17.5% | +22.7% |
| YTD | -8.1% | +10.2% | -18.4% | -10.5% |
| 1Y | -26.0% | +20.2% | -46.2% | -29.5% |
| 3Y | -36.4% | -27.4% | -9.0% | -34.3% |
| 5Y | -27.7% | -16.0% | -11.7% | -29.1% |
| All | -27.7% | -18.8% | -9.0% | -29.1% |
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 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