+434.4%
FLR vs BMRN
+587.0%
-152.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | -3.1% | -3.8% | +0.7% | -2.2% |
| 30D | +4.9% | -6.5% | +11.4% | +6.6% |
| 3M | +10.8% | +11.2% | -0.4% | +7.5% |
| 6M | +19.7% | +5.8% | +13.9% | +17.0% |
| YTD | +38.4% | +8.4% | +30.0% | +34.4% |
| 1Y | +34.7% | +15.7% | +19.0% | +27.9% |
| 3Y | +56.7% | -28.6% | +85.2% | +63.5% |
| 5Y | +241.6% | -19.6% | +261.2% | +241.1% |
| 10Y | +20.2% | -31.5% | +51.7% | +19.5% |
| All | +434.4% | +587.0% | -152.6% | +173.8% |
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