+177.2%
FDX vs BMRN
-29.6%
+206.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | -4.5% | -6.5% | +2.0% | -3.1% |
| 3M | -7.3% | +18.3% | -25.6% | -11.3% |
| 6M | +7.5% | +8.9% | -1.3% | +4.5% |
| YTD | +35.1% | +10.5% | +24.6% | +30.6% |
| 1Y | +71.4% | +17.5% | +53.9% | +62.2% |
| 3Y | +60.8% | -27.7% | +88.5% | +68.4% |
| 5Y | +65.5% | -15.8% | +81.3% | +62.1% |
| All | +177.2% | -29.6% | +206.8% | +162.7% |
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