+16.8%
FLR vs BMRN
-29.6%
+46.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | +4.2% | -6.5% | +10.7% | +6.3% |
| 3M | +8.1% | +18.3% | -10.2% | +1.7% |
| 6M | +21.5% | +8.9% | +12.6% | +16.8% |
| YTD | +36.8% | +10.5% | +26.2% | +30.6% |
| 1Y | +31.2% | +17.5% | +13.7% | +21.7% |
| 3Y | +53.9% | -27.7% | +81.6% | +63.0% |
| 5Y | +243.0% | -15.8% | +258.8% | +231.5% |
| All | +16.8% | -29.6% | +46.4% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling