+755.9%
FLEX vs BMRN
+329.9%
+426.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.9% |
| 6M | -47.9% | +6.9% | -54.7% | -49.6% |
| YTD | +24.1% | -3.7% | +27.8% | +23.2% |
| 1Y | +26.0% | +5.6% | +20.4% | +21.3% |
| 3Y | +282.7% | -31.4% | +314.1% | +305.9% |
| 5Y | +424.2% | -30.0% | +454.2% | +440.6% |
| 10Y | +613.8% | -37.4% | +651.2% | +614.3% |
| All | +755.9% | +329.9% | +426.0% | +275.7% |
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 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