+14.4%
FIX vs BMRN
+8.7%
+5.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.6% | -17.7% | -14.8% |
| 7D | -18.9% | +2.0% | -20.9% | -18.7% |
| 30D | -36.3% | -0.7% | -35.6% | -36.1% |
| 3M | -38.5% | -5.9% | -32.6% | -38.5% |
| 6M | -42.3% | +3.0% | -45.3% | -42.9% |
| YTD | +17.1% | -3.9% | +21.0% | +17.3% |
| 1Y | +14.4% | +8.8% | +5.6% | +11.0% |
| All | +14.4% | +8.7% | +5.7% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling