-38.8%
FIS vs BMRN
-31.2%
-7.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +4.0% |
| 7D | +2.8% | +2.1% | +0.7% | +2.5% |
| 30D | -16.7% | +3.8% | -20.5% | -17.4% |
| 3M | -32.3% | -16.5% | -15.8% | -29.9% |
| 6M | -29.1% | +6.9% | -35.9% | -30.2% |
| YTD | -54.1% | -3.7% | -50.4% | -54.0% |
| 1Y | -53.7% | +5.6% | -59.3% | -54.6% |
| 3Y | -38.8% | -31.4% | -7.5% | -34.6% |
| All | -38.8% | -31.2% | -7.7% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling