+3,076.9%
FTAI vs BMRN
-29.6%
+3,106.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.1% | +3.2% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | -17.9% | -6.5% | -11.4% | -16.4% |
| 3M | -22.7% | +18.3% | -41.0% | -26.9% |
| 6M | -28.0% | +8.9% | -36.9% | -30.2% |
| YTD | -5.0% | +10.5% | -15.5% | -8.5% |
| 1Y | +10.4% | +17.5% | -7.1% | +3.4% |
| 3Y | +425.2% | -27.7% | +452.9% | +456.7% |
| 5Y | +890.3% | -15.8% | +906.1% | +894.9% |
| All | +3,076.9% | -29.6% | +3,106.6% | +2,969.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling