-26.5%
FIS vs BMRN
-28.6%
+2.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -9.1% | -3.8% | -5.3% | -8.4% |
| 30D | -10.4% | -6.5% | -4.0% | -9.4% |
| 3M | -3.7% | +11.2% | -14.9% | -5.7% |
| 6M | -24.8% | +5.8% | -30.6% | -25.8% |
| YTD | -41.6% | +8.4% | -49.9% | -42.7% |
| 1Y | -42.7% | +15.7% | -58.4% | -44.6% |
| All | -26.5% | -28.6% | +2.1% | -23.7% |
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