+830.9%
FIVE vs BMRN
+39.0%
+791.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.7% | +2.1% | +0.5% | +2.1% |
| 30D | +12.7% | +3.8% | +8.9% | +11.7% |
| 3M | +2.1% | -16.5% | +18.5% | +6.5% |
| 6M | +17.5% | +6.9% | +10.6% | +14.7% |
| YTD | +31.0% | -3.7% | +34.7% | +30.9% |
| 1Y | +67.7% | +5.6% | +62.2% | +63.0% |
| 3Y | +43.4% | -31.4% | +74.7% | +52.2% |
| 5Y | +18.1% | -30.0% | +48.1% | +23.7% |
| 10Y | +508.8% | -37.4% | +546.2% | +521.5% |
| All | +830.9% | +39.0% | +791.9% | +759.9% |
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 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