+122.7%
FE vs BMRN
-37.5%
+160.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -0.4% | +2.1% | -2.5% | -0.7% |
| 30D | +3.6% | +5.3% | -1.7% | +2.8% |
| 3M | +0.3% | -16.1% | +16.5% | +2.6% |
| 6M | +6.4% | +10.9% | -4.5% | +4.5% |
| YTD | +8.1% | -1.9% | +10.0% | +7.8% |
| 1Y | +4.6% | +6.2% | -1.6% | +2.9% |
| 3Y | +49.1% | -30.5% | +79.7% | +53.9% |
| 5Y | +46.1% | -28.4% | +74.5% | +47.6% |
| 10Y | +122.7% | -36.2% | +158.9% | +117.0% |
| All | +122.7% | -37.5% | +160.2% | +117.0% |
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