-45.3%
FLUT vs BMRN
-31.2%
-14.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | -0.7% | +2.1% | -2.8% | -1.1% |
| 30D | +9.3% | +3.8% | +5.5% | +8.5% |
| 3M | -17.5% | -16.5% | -1.0% | -14.9% |
| 6M | -14.6% | +6.9% | -21.5% | -15.6% |
| YTD | -62.3% | -3.7% | -58.6% | -62.1% |
| 1Y | -59.6% | +5.6% | -65.2% | -60.3% |
| 3Y | -45.3% | -31.4% | -13.9% | -45.7% |
| All | -45.3% | -31.2% | -14.1% | -45.7% |
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