+12.3%
FN vs BMRN
+12.4%
-0.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.4% |
| 7D | +3.5% | -0.3% | +3.9% | +3.5% |
| 30D | -26.0% | +1.3% | -27.3% | -26.1% |
| 3M | -33.3% | +14.3% | -47.5% | -34.7% |
| 6M | -14.9% | +5.7% | -20.7% | -16.0% |
| YTD | -8.6% | +8.7% | -17.3% | -10.3% |
| 1Y | +12.3% | +14.6% | -2.3% | +7.0% |
| All | +12.3% | +12.4% | -0.1% | +7.0% |
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