+57.3%
FIVE vs BMRN
-28.8%
+86.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.3% |
| 7D | +3.7% | -0.3% | +4.0% | +3.7% |
| 30D | +4.0% | +1.3% | +2.7% | +3.4% |
| 3M | +36.2% | +14.3% | +21.9% | +32.0% |
| 6M | +18.0% | +5.7% | +12.3% | +16.0% |
| YTD | +34.9% | +8.7% | +26.1% | +31.6% |
| 1Y | +67.9% | +14.6% | +53.3% | +61.3% |
| 3Y | +57.3% | -28.3% | +85.7% | +61.5% |
| All | +57.3% | -28.8% | +86.1% | +61.5% |
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