+1,150.1%
FLEX vs BMRN
+399.8%
+750.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -0.9% | +2.9% | -3.8% | -1.7% |
| 30D | -10.1% | +11.0% | -21.2% | -13.0% |
| 3M | -31.3% | +17.8% | -49.2% | -34.9% |
| 6M | +71.3% | +10.1% | +61.2% | +65.0% |
| YTD | +81.2% | +11.9% | +69.3% | +73.4% |
| 1Y | +98.5% | +17.2% | +81.3% | +86.1% |
| 3Y | +428.2% | -28.5% | +456.7% | +454.0% |
| 5Y | +657.3% | -21.7% | +679.0% | +656.5% |
| 10Y | +995.9% | -30.5% | +1,026.4% | +966.1% |
| All | +1,150.1% | +399.8% | +750.3% | +428.5% |
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