+209.9%
FXI vs BMRN
+1,236.3%
-1,026.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -2.8% | -3.8% | +1.0% | -1.8% |
| 30D | -5.3% | -6.5% | +1.2% | -3.7% |
| 3M | +0.3% | +11.2% | -10.9% | -2.7% |
| 6M | -4.6% | +5.8% | -10.4% | -6.7% |
| YTD | -9.1% | +8.4% | -17.5% | -11.8% |
| 1Y | -12.0% | +15.7% | -27.6% | -16.6% |
| 3Y | +38.6% | -28.6% | +67.2% | +45.3% |
| 5Y | -6.6% | -19.6% | +13.0% | -6.6% |
| 10Y | +15.0% | -31.5% | +46.5% | +10.6% |
| All | +209.9% | +1,236.3% | -1,026.5% | +35.5% |
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