+155.4%
FITB vs BMRN
+385.5%
-230.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | +2.8% | -0.3% | +3.2% | +2.9% |
| 30D | -4.5% | +1.3% | -5.8% | -4.9% |
| 3M | +5.7% | +14.3% | -8.6% | +2.7% |
| 6M | +17.1% | +5.7% | +11.4% | +15.2% |
| YTD | +18.3% | +8.7% | +9.6% | +15.7% |
| 1Y | +23.9% | +14.6% | +9.3% | +19.2% |
| 3Y | +131.1% | -28.3% | +159.4% | +140.0% |
| 5Y | +71.1% | -15.7% | +86.8% | +70.3% |
| 10Y | +283.9% | -33.7% | +317.5% | +283.5% |
| All | +155.4% | +385.5% | -230.1% | +74.0% |
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