+168.9%
FN vs BMRN
-26.7%
+195.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | -1.7% | +2.9% | -4.6% | -2.1% |
| 30D | -22.0% | +11.0% | -33.0% | -23.5% |
| 3M | -43.0% | +17.8% | -60.8% | -44.9% |
| 6M | -27.7% | +10.1% | -37.8% | -29.4% |
| YTD | -10.5% | +11.9% | -22.5% | -13.0% |
| 1Y | +12.5% | +17.2% | -4.7% | +7.7% |
| All | +168.9% | -26.7% | +195.5% | +166.8% |
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