+3,689.8%
FN vs BMRN
+242.4%
+3,447.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | -1.7% | +2.9% | -4.6% | -2.3% |
| 30D | -22.0% | +11.0% | -33.0% | -24.0% |
| 3M | -43.0% | +17.8% | -60.8% | -45.4% |
| 6M | -27.7% | +10.1% | -37.8% | -29.9% |
| YTD | -10.5% | +11.9% | -22.5% | -13.7% |
| 1Y | +12.5% | +17.2% | -4.7% | +7.0% |
| 3Y | +153.8% | -28.5% | +182.3% | +164.4% |
| 5Y | +288.0% | -21.7% | +309.7% | +289.1% |
| 10Y | +906.4% | -30.5% | +936.9% | +872.6% |
| All | +3,689.8% | +242.4% | +3,447.4% | +1,996.1% |
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 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