-25.7%
FN vs BMRN
+8.7%
-34.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -5.8% |
| 7D | -7.0% | +2.0% | -9.0% | -6.9% |
| 30D | -24.7% | -0.7% | -24.0% | -24.6% |
| 3M | -35.7% | -5.9% | -29.8% | -35.7% |
| 6M | -52.4% | +3.0% | -55.4% | -53.3% |
| YTD | -25.0% | -3.9% | -21.1% | -25.8% |
| 1Y | -25.7% | +8.8% | -34.4% | -30.0% |
| All | -25.7% | +8.7% | -34.4% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling