+67.7%
FERG vs BMRN
-16.0%
+83.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | -8.9% | -6.5% | -2.4% | -7.7% |
| 3M | -2.0% | +18.3% | -20.3% | -5.7% |
| 6M | -3.2% | +8.9% | -12.1% | -5.3% |
| YTD | +1.5% | +10.5% | -9.0% | -1.3% |
| 1Y | +0.5% | +17.5% | -17.0% | -4.0% |
| 3Y | +50.4% | -27.7% | +78.1% | +56.9% |
| All | +67.7% | -16.0% | +83.8% | +64.5% |
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 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