+76.2%
FDX vs BMRN
-30.6%
+106.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +5.2% | +2.1% | +3.1% | +4.8% |
| 30D | +11.3% | +3.8% | +7.5% | +10.5% |
| 3M | -4.1% | -16.5% | +12.4% | -0.8% |
| 6M | +9.6% | +6.9% | +2.8% | +7.5% |
| YTD | +40.9% | -3.7% | +44.6% | +40.9% |
| 1Y | +53.0% | +5.6% | +47.5% | +49.4% |
| 3Y | +74.1% | -31.4% | +105.5% | +82.5% |
| All | +76.2% | -30.6% | +106.8% | +79.3% |
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