+9.7%
FPS vs BMRN
+13.8%
-4.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.9% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | -16.9% | -6.5% | -10.4% | -15.7% |
| 3M | -45.3% | +18.3% | -63.6% | -49.1% |
| 6M | -10.3% | +8.9% | -19.2% | -18.1% |
| All | +9.7% | +13.8% | -4.1% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling