+518.8%
FIVE vs BMRN
-37.5%
+556.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.8% |
| 7D | -0.5% | +2.1% | -2.6% | -1.1% |
| 30D | +17.4% | +5.3% | +12.1% | +15.5% |
| 3M | +7.0% | -16.1% | +23.2% | +12.9% |
| 6M | +20.5% | +10.9% | +9.5% | +15.2% |
| YTD | +33.1% | -1.9% | +35.0% | +32.1% |
| 1Y | +67.1% | +6.2% | +60.9% | +60.5% |
| 3Y | +41.9% | -30.5% | +72.4% | +52.6% |
| 5Y | +21.1% | -28.4% | +49.4% | +26.7% |
| 10Y | +518.8% | -36.2% | +555.0% | +501.2% |
| All | +518.8% | -37.5% | +556.3% | +501.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling