+102.4%
FN vs BMRN
-29.4%
+131.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.8% | +11.7% |
| 7D | 0.0% | -4.2% | +4.2% | +0.4% |
| 30D | -34.3% | +1.5% | -35.8% | -34.5% |
| 3M | -39.9% | -8.8% | -31.0% | -39.4% |
| 6M | -51.8% | +2.6% | -54.4% | -52.8% |
| YTD | -28.1% | -5.7% | -22.4% | -28.6% |
| 1Y | -29.1% | +8.1% | -37.2% | -31.8% |
| 3Y | +102.4% | -26.5% | +128.9% | +91.5% |
| All | +102.4% | -29.4% | +131.9% | +91.5% |
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