+47.0%
FHN vs BMRN
+385.5%
-338.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -3.1% | +1.3% | -4.4% | -3.5% |
| 3M | +2.3% | +14.3% | -11.9% | -0.2% |
| 6M | +9.7% | +5.7% | +4.0% | +8.2% |
| YTD | +4.7% | +8.7% | -4.0% | +2.6% |
| 1Y | +13.8% | +14.6% | -0.9% | +10.0% |
| 3Y | +131.6% | -28.3% | +159.9% | +139.2% |
| 5Y | +91.1% | -15.7% | +106.9% | +89.0% |
| 10Y | +126.6% | -33.7% | +160.3% | +125.0% |
| All | +47.0% | +385.5% | -338.5% | +9.6% |
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