-9.3%
FLUT vs BMRN
-29.6%
+20.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | +2.5% | -6.5% | +9.0% | +3.3% |
| 3M | -9.2% | +18.3% | -27.5% | -11.0% |
| 6M | -8.2% | +8.9% | -17.1% | -9.3% |
| YTD | -53.2% | +10.5% | -63.8% | -53.9% |
| 1Y | -65.6% | +17.5% | -83.1% | -66.4% |
| 3Y | -43.6% | -27.7% | -15.9% | -42.6% |
| 5Y | -50.3% | -15.8% | -34.5% | -50.3% |
| All | -9.3% | -29.6% | +20.3% | -7.8% |
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 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