+9,359.7%
FTNT vs BMRN
+274.5%
+9,085.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +1.7% | -3.8% | +5.6% | +2.8% |
| 30D | -4.3% | -6.5% | +2.2% | -2.6% |
| 3M | +13.6% | +11.2% | +2.4% | +9.7% |
| 6M | +87.6% | +5.8% | +81.8% | +82.8% |
| YTD | +98.0% | +8.4% | +89.6% | +91.2% |
| 1Y | +96.9% | +15.7% | +81.3% | +85.2% |
| 3Y | +145.4% | -28.6% | +174.0% | +158.9% |
| 5Y | +153.0% | -19.6% | +172.6% | +153.1% |
| 10Y | +2,098.3% | -31.5% | +2,129.8% | +2,020.5% |
| All | +9,359.7% | +274.5% | +9,085.2% | +4,522.5% |
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