+908.9%
FTAI vs BMRN
-16.0%
+925.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.1% | +3.2% |
| 7D | -5.2% | -1.3% | -3.9% | -4.8% |
| 30D | -17.9% | -6.5% | -11.4% | -16.1% |
| 3M | -22.7% | +18.3% | -41.0% | -27.7% |
| 6M | -28.0% | +8.9% | -36.9% | -30.7% |
| YTD | -5.0% | +10.5% | -15.5% | -9.3% |
| 1Y | +10.4% | +17.5% | -7.1% | +1.8% |
| 3Y | +425.2% | -27.7% | +452.9% | +465.8% |
| All | +908.9% | -16.0% | +925.0% | +912.7% |
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