+303.1%
FLEX vs BMRN
-29.9%
+332.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.5% |
| 7D | +2.2% | +2.1% | +0.1% | +2.0% |
| 30D | -32.6% | +5.3% | -38.0% | -33.1% |
| 3M | -35.5% | -16.1% | -19.4% | -33.9% |
| 6M | -45.6% | +10.9% | -56.5% | -47.3% |
| YTD | +30.7% | -1.9% | +32.6% | +29.2% |
| 1Y | +28.4% | +6.2% | +22.2% | +24.7% |
| All | +303.1% | -29.9% | +332.9% | +301.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling