+2,943.1%
FN vs BMRN
+188.4%
+2,754.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.8% | +11.7% |
| 7D | 0.0% | -4.2% | +4.2% | +0.8% |
| 30D | -34.3% | +1.5% | -35.8% | -34.7% |
| 3M | -39.9% | -8.8% | -31.0% | -39.1% |
| 6M | -51.8% | +2.6% | -54.4% | -52.8% |
| YTD | -28.1% | -5.7% | -22.4% | -28.4% |
| 1Y | -29.1% | +8.1% | -37.2% | -31.7% |
| 3Y | +102.4% | -26.5% | +128.9% | +108.4% |
| 5Y | +171.7% | -33.2% | +204.9% | +181.3% |
| 10Y | +773.5% | -31.7% | +805.2% | +747.5% |
| All | +2,943.1% | +188.4% | +2,754.7% | +1,639.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling