+851.7%
FIVE vs BMRN
+61.6%
+790.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +4.3% | +2.9% | +1.4% | +3.5% |
| 30D | +12.5% | +11.0% | +1.5% | +9.4% |
| 3M | +31.2% | +17.8% | +13.4% | +25.6% |
| 6M | +14.4% | +10.1% | +4.3% | +10.9% |
| YTD | +33.9% | +11.9% | +21.9% | +29.1% |
| 1Y | +65.1% | +17.2% | +47.8% | +56.4% |
| 3Y | +49.0% | -28.5% | +77.5% | +56.2% |
| 5Y | +30.3% | -21.7% | +52.0% | +32.5% |
| 10Y | +481.1% | -30.5% | +511.6% | +474.7% |
| All | +851.7% | +61.6% | +790.1% | +747.7% |
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