+1,416.4%
FFIV vs BMRN
+399.8%
+1,016.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | +2.9% | -3.8% | -1.6% |
| 30D | -5.1% | +11.0% | -16.1% | -7.4% |
| 3M | -4.5% | +17.8% | -22.3% | -8.2% |
| 6M | +36.5% | +10.1% | +26.4% | +32.5% |
| YTD | +53.0% | +11.9% | +41.0% | +47.7% |
| 1Y | +24.2% | +17.2% | +7.0% | +17.9% |
| 3Y | +137.2% | -28.5% | +165.7% | +146.9% |
| 5Y | +91.8% | -21.7% | +113.5% | +92.2% |
| 10Y | +215.2% | -30.5% | +245.7% | +204.4% |
| All | +1,416.4% | +399.8% | +1,016.6% | +775.1% |
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