+20.8%
FIVE vs BMRN
-30.3%
+51.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +4.9% |
| 7D | +6.2% | -0.5% | +6.6% | +6.4% |
| 30D | +18.2% | +4.3% | +13.8% | +16.6% |
| 3M | +3.8% | -10.4% | +14.2% | +7.1% |
| 6M | +13.7% | +5.8% | +8.0% | +10.3% |
| YTD | +34.7% | -3.8% | +38.5% | +34.6% |
| 1Y | +66.6% | +11.1% | +55.5% | +56.7% |
| 3Y | +44.3% | -31.7% | +76.0% | +56.1% |
| All | +20.8% | -30.3% | +51.1% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling