+6,182.4%
FIX vs BMRN
-29.8%
+6,212.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | -5.7% | -5.8% | +0.1% | -4.4% |
| 3M | -7.4% | +16.6% | -24.1% | -11.8% |
| 6M | +15.1% | +7.6% | +7.5% | +11.6% |
| YTD | +70.7% | +10.2% | +60.5% | +64.2% |
| 1Y | +111.9% | +20.2% | +91.7% | +97.8% |
| 3Y | +759.5% | -27.4% | +786.9% | +800.6% |
| 5Y | +2,164.4% | -16.0% | +2,180.4% | +2,097.0% |
| All | +6,182.4% | -29.8% | +6,212.2% | +5,975.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling