+74.1%
FDX vs BMRN
-31.2%
+105.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +5.2% | +2.1% | +3.1% | +4.7% |
| 30D | +11.3% | +3.8% | +7.5% | +10.4% |
| 3M | -4.1% | -16.5% | +12.4% | -0.7% |
| 6M | +9.6% | +6.9% | +2.8% | +7.4% |
| YTD | +40.9% | -3.7% | +44.6% | +41.0% |
| 1Y | +53.0% | +5.6% | +47.5% | +49.2% |
| 3Y | +74.1% | -31.4% | +105.5% | +87.7% |
| All | +74.1% | -31.2% | +105.3% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling