-48.4%
FSLY vs BMRN
-18.8%
-29.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | +7.5% | -1.4% | +8.9% | +8.1% |
| 30D | -21.1% | -5.8% | -15.3% | -19.2% |
| 3M | +21.8% | +16.6% | +5.1% | +12.5% |
| 6M | -0.1% | +7.6% | -7.7% | -4.5% |
| YTD | +123.1% | +10.2% | +112.9% | +109.6% |
| 1Y | +208.6% | +20.2% | +188.4% | +172.4% |
| 3Y | -1.3% | -27.4% | +26.1% | +10.4% |
| 5Y | -48.4% | -16.0% | -32.4% | -48.2% |
| All | -48.4% | -18.8% | -29.6% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling