+29.4%
FFIV vs BMRN
+4.1%
+25.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.6% |
| 7D | -0.5% | +2.1% | -2.7% | -0.5% |
| 30D | -32.4% | +3.8% | -36.2% | -32.3% |
| 3M | -25.7% | -16.5% | -9.2% | -25.7% |
| 6M | -13.5% | +6.9% | -20.4% | -13.3% |
| YTD | +21.1% | -3.7% | +24.8% | +21.8% |
| 1Y | +29.4% | +5.6% | +23.9% | +32.4% |
| All | +29.4% | +4.1% | +25.4% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling