+1,315.5%
FERG vs BMRN
+237.8%
+1,077.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +0.9% | -3.8% | +4.7% | +1.2% |
| 30D | -15.1% | -6.5% | -8.6% | -14.7% |
| 3M | -4.8% | +11.2% | -16.1% | -5.5% |
| 6M | -2.5% | +5.8% | -8.3% | -2.9% |
| YTD | +1.8% | +8.4% | -6.6% | +1.1% |
| 1Y | -0.3% | +15.7% | -16.0% | -1.6% |
| 3Y | +52.9% | -28.6% | +81.5% | +54.3% |
| 5Y | +69.3% | -19.6% | +88.9% | +69.9% |
| 10Y | +352.7% | -31.5% | +384.2% | +354.6% |
| All | +1,315.5% | +237.8% | +1,077.7% | +1,336.5% |
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