+41.2%
FHN vs BMRN
+329.9%
-288.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.1% | +2.1% | 0.0% | +1.8% |
| 30D | +3.8% | +3.8% | 0.0% | +3.1% |
| 3M | -8.9% | -16.5% | +7.5% | -6.3% |
| 6M | +1.8% | +6.9% | -5.1% | +0.1% |
| YTD | +0.6% | -3.7% | +4.3% | +0.5% |
| 1Y | +12.9% | +5.6% | +7.4% | +10.8% |
| 3Y | +126.4% | -31.4% | +157.7% | +136.0% |
| 5Y | +62.3% | -30.0% | +92.3% | +65.6% |
| 10Y | +84.0% | -37.4% | +121.4% | +84.6% |
| All | +41.2% | +329.9% | -288.7% | +7.4% |
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 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