+592.8%
FSLR vs BMRN
+226.8%
+365.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | -14.8% | +2.1% | -16.9% | -15.4% |
| 30D | -4.3% | +3.8% | -8.1% | -5.6% |
| 3M | -23.4% | -16.5% | -6.9% | -19.1% |
| 6M | -26.9% | +6.9% | -33.8% | -29.3% |
| YTD | -34.4% | -3.7% | -30.7% | -34.8% |
| 1Y | -33.2% | +5.6% | -38.8% | -36.1% |
| 3Y | +28.1% | -31.4% | +59.4% | +37.1% |
| 5Y | +54.5% | -30.0% | +84.5% | +60.9% |
| 10Y | +434.6% | -37.4% | +472.0% | +416.3% |
| All | +592.8% | +226.8% | +365.9% | +145.3% |
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 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