+270.5%
FTI vs BMRN
-27.2%
+297.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -4.4% | -1.3% | -3.1% | -4.3% |
| 30D | +1.5% | -6.5% | +8.0% | +2.2% |
| 3M | +8.2% | +18.3% | -10.1% | +6.3% |
| 6M | +18.8% | +8.9% | +9.9% | +17.8% |
| YTD | +71.7% | +10.5% | +61.2% | +69.6% |
| 1Y | +90.0% | +17.5% | +72.6% | +85.6% |
| 3Y | +270.5% | -27.7% | +298.2% | +279.0% |
| All | +270.5% | -27.2% | +297.7% | +279.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling