+92.5%
FTV vs BMRN
-19.9%
+112.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -8.3% | +1.3% | -9.6% | -8.8% |
| 3M | -7.4% | +14.3% | -21.7% | -10.6% |
| 6M | -1.2% | +5.7% | -7.0% | -3.2% |
| YTD | +2.7% | +8.7% | -6.1% | -0.2% |
| 1Y | +18.4% | +14.6% | +3.8% | +12.9% |
| 3Y | -2.0% | -28.3% | +26.3% | +2.7% |
| 5Y | +3.4% | -15.7% | +19.1% | +1.6% |
| 10Y | +78.5% | -33.7% | +112.2% | +68.3% |
| All | +92.5% | -19.9% | +112.3% | +81.4% |
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