+93.9%
FN vs BMRN
-31.2%
+125.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -7.4% |
| 7D | +0.3% | +2.1% | -1.9% | +0.1% |
| 30D | -16.5% | +3.8% | -20.3% | -16.9% |
| 3M | -42.1% | -16.5% | -25.6% | -40.8% |
| 6M | -52.9% | +6.9% | -59.8% | -54.0% |
| YTD | -28.0% | -3.7% | -24.3% | -28.5% |
| 1Y | -18.5% | +5.6% | -24.1% | -20.9% |
| 3Y | +93.9% | -31.4% | +125.2% | +96.4% |
| All | +93.9% | -31.2% | +125.1% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling