+14.7%
FXI vs BMRN
-29.6%
+44.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -3.9% | -1.3% | -2.6% | -3.6% |
| 30D | -2.1% | -6.5% | +4.4% | -0.6% |
| 3M | -0.5% | +18.3% | -18.7% | -4.5% |
| 6M | -4.5% | +8.9% | -13.4% | -7.0% |
| YTD | -9.2% | +10.5% | -19.8% | -12.0% |
| 1Y | -13.8% | +17.5% | -31.3% | -18.1% |
| 3Y | +36.6% | -27.7% | +64.3% | +42.6% |
| 5Y | -6.7% | -15.8% | +9.1% | -7.5% |
| All | +14.7% | -29.6% | +44.3% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling