+890.0%
FN vs BMRN
-32.7%
+922.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.9% |
| 7D | +3.5% | -0.3% | +3.9% | +3.6% |
| 30D | -26.0% | +1.3% | -27.3% | -26.5% |
| 3M | -33.3% | +14.3% | -47.5% | -35.9% |
| 6M | -14.9% | +5.7% | -20.7% | -16.9% |
| YTD | -8.6% | +8.7% | -17.3% | -11.6% |
| 1Y | +12.3% | +14.6% | -2.3% | +6.6% |
| 3Y | +174.4% | -28.3% | +202.7% | +187.1% |
| 5Y | +296.4% | -15.7% | +312.1% | +288.3% |
| 10Y | +890.0% | -33.7% | +923.7% | +914.0% |
| All | +890.0% | -32.7% | +922.8% | +914.0% |
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 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