+2,361.6%
FTAI vs BMRN
-46.5%
+2,408.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.2% |
| 7D | -9.7% | -1.4% | -8.3% | -9.4% |
| 30D | -20.0% | -5.8% | -14.2% | -18.9% |
| 3M | -20.1% | +16.6% | -36.7% | -23.4% |
| 6M | -33.3% | +7.6% | -40.9% | -34.8% |
| YTD | -8.0% | +10.2% | -18.2% | -10.8% |
| 1Y | +8.0% | +20.2% | -12.2% | +1.6% |
| 3Y | +413.4% | -27.4% | +440.8% | +438.3% |
| 5Y | +858.6% | -16.0% | +874.6% | +866.5% |
| 10Y | +3,003.7% | -30.3% | +3,034.0% | +2,978.9% |
| All | +2,361.6% | -46.5% | +2,408.1% | +2,404.5% |
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