+762.0%
FSLR vs BMRN
+269.1%
+492.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +5.2% |
| 7D | +6.8% | -0.3% | +7.1% | +6.8% |
| 30D | -14.7% | +1.3% | -16.0% | -15.4% |
| 3M | -22.6% | +14.3% | -36.9% | -26.3% |
| 6M | +12.7% | +5.7% | +7.0% | +9.4% |
| YTD | -18.4% | +8.7% | -27.1% | -21.8% |
| 1Y | +4.9% | +14.6% | -9.7% | -2.1% |
| 3Y | +16.4% | -28.3% | +44.7% | +22.7% |
| 5Y | +123.5% | -15.7% | +139.2% | +119.3% |
| 10Y | +454.3% | -33.7% | +488.0% | +425.0% |
| All | +762.0% | +269.1% | +492.9% | +194.3% |
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