+614.8%
FLEX vs BMRN
-37.6%
+652.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.3% |
| 7D | +7.5% | +2.1% | +5.3% | +6.9% |
| 30D | -25.3% | +3.8% | -29.1% | -26.2% |
| 3M | -39.7% | -16.5% | -23.2% | -36.8% |
| 6M | -47.9% | +6.9% | -54.7% | -49.7% |
| YTD | +24.1% | -3.7% | +27.8% | +23.0% |
| 1Y | +26.0% | +5.6% | +20.4% | +20.7% |
| 3Y | +282.7% | -31.4% | +314.1% | +307.3% |
| 5Y | +424.2% | -30.0% | +454.2% | +436.2% |
| All | +614.8% | -37.6% | +652.4% | +578.7% |
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 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