-61.0%
FLNC vs BMRN
-27.2%
-33.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | -24.8% | -6.5% | -18.3% | -24.0% |
| 3M | -59.1% | +18.3% | -77.4% | -60.4% |
| 6M | -42.0% | +8.9% | -50.8% | -43.0% |
| YTD | -49.8% | +10.5% | -60.3% | -51.1% |
| 1Y | +43.1% | +17.5% | +25.6% | +35.3% |
| 3Y | -61.0% | -27.7% | -33.2% | -54.3% |
| All | -61.0% | -27.2% | -33.8% | -54.3% |
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