+34.2%
FIVE vs BMRN
-18.1%
+52.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +1.7% | -3.8% | +5.5% | +2.9% |
| 30D | +5.0% | -6.5% | +11.5% | +7.1% |
| 3M | +29.5% | +11.2% | +18.3% | +24.5% |
| 6M | +12.4% | +5.8% | +6.6% | +9.4% |
| YTD | +31.2% | +8.4% | +22.8% | +26.3% |
| 1Y | +72.9% | +15.7% | +57.2% | +61.4% |
| 3Y | +53.0% | -28.6% | +81.6% | +64.1% |
| 5Y | +34.2% | -19.6% | +53.8% | +33.9% |
| All | +34.2% | -18.1% | +52.2% | +33.9% |
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