+235.5%
FFIV vs BMRN
-29.8%
+265.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | -3.7% | -5.8% | +2.1% | -2.6% |
| 3M | +2.0% | +16.6% | -14.7% | -1.6% |
| 6M | +39.3% | +7.6% | +31.7% | +36.2% |
| YTD | +56.1% | +10.2% | +45.9% | +51.6% |
| 1Y | +22.0% | +20.2% | +1.8% | +15.5% |
| 3Y | +148.2% | -27.4% | +175.6% | +158.2% |
| 5Y | +96.3% | -16.0% | +112.3% | +93.9% |
| All | +235.5% | -29.8% | +265.3% | +230.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling