+737.6%
FLEX vs BMRN
-17.8%
+755.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.2% | +4.9% |
| 7D | +7.0% | -0.3% | +7.3% | +7.0% |
| 30D | -5.8% | +1.3% | -7.1% | -6.3% |
| 3M | -24.2% | +14.3% | -38.5% | -26.8% |
| 6M | +90.8% | +5.7% | +85.1% | +86.9% |
| YTD | +89.2% | +8.7% | +80.4% | +83.8% |
| 1Y | +104.7% | +14.6% | +90.1% | +95.6% |
| 3Y | +478.1% | -28.3% | +506.4% | +499.6% |
| All | +737.6% | -17.8% | +755.4% | +794.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling