-10.4%
FSLY vs BMRN
-27.6%
+17.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.2% | +5.6% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | -6.4% | +1.3% | -7.7% | -6.9% |
| 3M | +10.9% | +14.3% | -3.4% | +4.1% |
| 6M | +6.7% | +5.7% | +1.0% | +3.1% |
| YTD | +111.1% | +8.7% | +102.4% | +100.8% |
| 1Y | +185.8% | +14.6% | +171.1% | +161.9% |
| 3Y | -6.6% | -28.3% | +21.8% | +2.5% |
| 5Y | -52.4% | -15.7% | -36.7% | -51.2% |
| All | -10.4% | -27.6% | +17.1% | -17.0% |
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