+11,998.9%
FIX vs BMRN
+399.8%
+11,599.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +6.0% | +2.9% | +3.2% | +5.5% |
| 30D | -7.2% | +11.0% | -18.3% | -9.0% |
| 3M | -15.9% | +17.8% | -33.7% | -18.4% |
| 6M | +12.7% | +10.1% | +2.6% | +10.3% |
| YTD | +72.8% | +11.9% | +60.8% | +68.4% |
| 1Y | +122.9% | +17.2% | +105.7% | +114.8% |
| 3Y | +774.3% | -28.5% | +802.8% | +800.4% |
| 5Y | +2,049.5% | -21.7% | +2,071.2% | +2,056.7% |
| 10Y | +5,821.5% | -30.5% | +5,852.0% | +5,768.1% |
| All | +11,998.9% | +399.8% | +11,599.1% | +8,134.7% |
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