+430.8%
FE vs BMRN
+320.9%
+109.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | -4.2% | +4.2% | +0.3% |
| 30D | +5.2% | +1.5% | +3.7% | +5.0% |
| 3M | 0.0% | -8.8% | +8.8% | +0.6% |
| 6M | +5.0% | +2.6% | +2.4% | +4.6% |
| YTD | +7.9% | -5.7% | +13.6% | +8.1% |
| 1Y | +6.3% | +8.1% | -1.7% | +5.2% |
| 3Y | +46.0% | -26.5% | +72.5% | +47.9% |
| 5Y | +45.6% | -33.2% | +78.9% | +47.6% |
| 10Y | +109.3% | -31.7% | +141.0% | +107.5% |
| All | +430.8% | +320.9% | +109.9% | +320.5% |
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