+64.4%
FDX vs BMRN
-16.8%
+81.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | -1.4% | +1.3% | -2.7% | -1.8% |
| 3M | -4.5% | +14.3% | -18.8% | -7.2% |
| 6M | +9.4% | +5.7% | +3.7% | +7.7% |
| YTD | +36.0% | +8.7% | +27.3% | +33.0% |
| 1Y | +75.5% | +14.6% | +60.9% | +68.9% |
| 3Y | +62.8% | -28.3% | +91.1% | +68.8% |
| 5Y | +64.4% | -15.7% | +80.1% | +62.8% |
| All | +64.4% | -16.8% | +81.2% | +62.8% |
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 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