+162.8%
FTNT vs BMRN
-16.0%
+178.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -0.1% | -1.3% | +1.1% | +0.2% |
| 30D | -3.0% | -6.5% | +3.5% | -1.4% |
| 3M | +7.6% | +18.3% | -10.7% | +2.6% |
| 6M | +87.0% | +8.9% | +78.1% | +81.5% |
| YTD | +96.5% | +10.5% | +86.0% | +89.7% |
| 1Y | +92.9% | +17.5% | +75.5% | +81.8% |
| 3Y | +139.8% | -27.7% | +167.6% | +155.0% |
| All | +162.8% | -16.0% | +178.8% | +154.9% |
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 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