-25.4%
FN vs BMRN
+10.0%
-35.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -4.1% | +2.6% | -6.7% | -3.9% |
| 30D | -28.3% | +4.3% | -32.6% | -28.2% |
| 3M | -33.9% | -17.1% | -16.8% | -33.5% |
| 6M | -43.9% | +5.7% | -49.6% | -45.2% |
| YTD | -23.4% | -3.9% | -19.6% | -24.4% |
| 1Y | -25.4% | +8.5% | -33.9% | -29.1% |
| All | -25.4% | +10.0% | -35.4% | -29.1% |
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