+46.2%
FE vs BMRN
-16.8%
+63.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +0.6% | -0.3% | +1.0% | +0.6% |
| 30D | -2.1% | +1.3% | -3.4% | -2.3% |
| 3M | +2.6% | +14.3% | -11.7% | +1.3% |
| 6M | -6.8% | +5.7% | -12.5% | -7.4% |
| YTD | +6.9% | +8.7% | -1.9% | +5.8% |
| 1Y | +11.6% | +14.6% | -3.1% | +9.8% |
| 3Y | +47.7% | -28.3% | +76.0% | +50.6% |
| 5Y | +46.2% | -15.7% | +61.9% | +46.7% |
| All | +46.2% | -16.8% | +63.0% | +46.7% |
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 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