-51.4%
FPS vs BMRN
+9.0%
-60.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | +13.6% | +2.1% | +11.4% | +13.8% |
| 30D | -32.4% | +3.8% | -36.1% | -32.1% |
| 3M | -41.1% | -16.5% | -24.6% | -38.4% |
| 6M | -51.4% | +6.9% | -58.3% | -57.6% |
| All | -51.4% | +9.0% | -60.4% | -57.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling