+348.4%
FIS vs BMRN
+426.3%
-77.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.4% |
| 7D | -3.5% | -0.3% | -3.1% | -3.4% |
| 30D | -7.8% | +1.3% | -9.1% | -8.1% |
| 3M | +0.8% | +14.3% | -13.5% | -1.5% |
| 6M | -21.9% | +5.7% | -27.6% | -22.9% |
| YTD | -39.5% | +8.7% | -48.2% | -40.6% |
| 1Y | -41.0% | +14.6% | -55.6% | -42.8% |
| 3Y | -23.6% | -28.3% | +4.7% | -21.0% |
| 5Y | -65.6% | -15.7% | -49.9% | -65.7% |
| 10Y | -40.2% | -33.7% | -6.5% | -40.4% |
| All | +348.4% | +426.3% | -77.9% | +207.7% |
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 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