+437.3%
FE vs BMRN
+329.9%
+107.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | +1.2% | +2.1% | -0.9% | +1.1% |
| 30D | +4.5% | +3.8% | +0.7% | +4.2% |
| 3M | +1.3% | -16.5% | +17.8% | +2.7% |
| 6M | +8.7% | +6.9% | +1.8% | +7.9% |
| YTD | +9.2% | -3.7% | +12.9% | +9.2% |
| 1Y | +7.0% | +5.6% | +1.4% | +6.0% |
| 3Y | +51.4% | -31.4% | +82.8% | +54.2% |
| 5Y | +47.7% | -30.0% | +77.7% | +49.1% |
| 10Y | +125.0% | -37.4% | +162.4% | +124.4% |
| All | +437.3% | +329.9% | +107.4% | +324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling