+7,544.7%
FIX vs BMRN
+320.9%
+7,223.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -17.5% | -4.2% | -13.2% | -16.9% |
| 30D | -41.6% | +1.5% | -43.1% | -41.8% |
| 3M | -40.6% | -8.8% | -31.8% | -40.0% |
| 6M | -49.4% | +2.6% | -52.0% | -50.1% |
| YTD | +9.2% | -5.7% | +14.9% | +9.0% |
| 1Y | +6.5% | +8.1% | -1.6% | +3.7% |
| 3Y | +448.7% | -26.5% | +475.2% | +460.7% |
| 5Y | +948.7% | -33.2% | +982.0% | +976.8% |
| 10Y | +3,659.7% | -31.7% | +3,691.4% | +3,638.6% |
| All | +7,544.7% | +320.9% | +7,223.8% | +5,232.3% |
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