+1,033.9%
FLEX vs BMRN
-29.8%
+1,063.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -4.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | -11.8% | -5.8% | -6.0% | -10.4% |
| 3M | -22.6% | +16.6% | -39.2% | -26.6% |
| 6M | +77.3% | +7.6% | +69.7% | +71.5% |
| YTD | +78.8% | +10.2% | +68.5% | +71.2% |
| 1Y | +86.1% | +20.2% | +65.9% | +72.3% |
| 3Y | +446.2% | -27.4% | +473.6% | +472.8% |
| 5Y | +689.7% | -16.0% | +705.7% | +665.1% |
| All | +1,033.9% | -29.8% | +1,063.7% | +972.2% |
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