+92.4%
FOXA vs BMRN
-28.2%
+120.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | +5.0% | -6.5% | +11.5% | +6.2% |
| 3M | -3.0% | +18.3% | -21.3% | -6.2% |
| 6M | +14.8% | +8.9% | +5.9% | +12.3% |
| YTD | -8.9% | +10.5% | -19.4% | -11.2% |
| 1Y | +13.3% | +17.5% | -4.1% | +8.6% |
| 3Y | +115.4% | -27.7% | +143.1% | +123.4% |
| 5Y | +95.3% | -15.8% | +111.1% | +93.4% |
| All | +92.4% | -28.2% | +120.5% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling