+2,166.4%
FIX vs BMRN
-18.1%
+2,184.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +3.5% | -3.8% | +7.3% | +4.2% |
| 30D | -3.5% | -6.5% | +3.0% | -2.5% |
| 3M | -11.8% | +11.2% | -23.0% | -13.9% |
| 6M | +17.8% | +5.8% | +12.0% | +15.8% |
| YTD | +73.3% | +8.4% | +64.9% | +69.3% |
| 1Y | +128.1% | +15.7% | +112.4% | +119.0% |
| 3Y | +772.7% | -28.6% | +801.2% | +814.3% |
| 5Y | +2,166.4% | -19.6% | +2,186.0% | +2,031.5% |
| All | +2,166.4% | -18.1% | +2,184.5% | +2,031.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling