+122.9%
FIX vs BMRN
+12.9%
+110.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +6.0% | +2.9% | +3.2% | +5.9% |
| 30D | -7.2% | +11.0% | -18.3% | -7.7% |
| 3M | -15.9% | +17.8% | -33.7% | -16.9% |
| 6M | +12.7% | +10.1% | +2.6% | +12.3% |
| YTD | +72.8% | +11.9% | +60.8% | +72.1% |
| 1Y | +122.9% | +17.2% | +105.7% | +120.2% |
| All | +122.9% | +12.9% | +110.0% | +120.2% |
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