-44.3%
FLUT vs BMRN
-28.6%
-15.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -2.6% | -3.8% | +1.2% | -2.0% |
| 30D | +5.4% | -6.5% | +11.9% | +6.4% |
| 3M | -10.8% | +11.2% | -22.0% | -12.2% |
| 6M | -9.2% | +5.8% | -15.0% | -10.1% |
| YTD | -53.8% | +8.4% | -62.2% | -54.5% |
| 1Y | -66.0% | +15.7% | -81.6% | -66.9% |
| All | -44.3% | -28.6% | -15.7% | -44.3% |
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