+826.4%
FN vs BMRN
-35.8%
+862.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.8% | +11.4% |
| 7D | +16.3% | -0.5% | +16.7% | +16.3% |
| 30D | -24.7% | +4.3% | -29.1% | -25.7% |
| 3M | -34.9% | -10.4% | -24.5% | -33.7% |
| 6M | -41.1% | +5.8% | -46.9% | -42.8% |
| YTD | -19.6% | -3.8% | -15.8% | -20.4% |
| 1Y | -18.5% | +11.1% | -29.6% | -22.6% |
| 3Y | +119.1% | -31.7% | +150.8% | +131.1% |
| 5Y | +206.9% | -30.9% | +237.9% | +215.0% |
| 10Y | +826.4% | -37.7% | +864.2% | +791.9% |
| All | +826.4% | -35.8% | +862.2% | +791.9% |
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