+2,308.4%
FDS vs BMRN
+399.8%
+1,908.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -1.9% | +2.9% | -4.8% | -2.4% |
| 30D | +9.0% | +11.0% | -2.0% | +6.9% |
| 3M | +18.9% | +17.8% | +1.0% | +15.4% |
| 6M | +35.1% | +10.1% | +25.0% | +32.4% |
| YTD | +5.5% | +11.9% | -6.4% | +2.9% |
| 1Y | -16.8% | +17.2% | -34.0% | -19.7% |
| 3Y | -28.1% | -28.5% | +0.4% | -25.6% |
| 5Y | -17.4% | -21.7% | +4.3% | -16.9% |
| 10Y | +85.4% | -30.5% | +115.9% | +82.6% |
| All | +2,308.4% | +399.8% | +1,908.7% | +1,416.9% |
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