-99.9%
FCEL vs BMRN
+383.8%
-483.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.6% |
| 7D | +15.1% | -3.8% | +18.9% | +16.3% |
| 30D | -16.4% | -6.5% | -10.0% | -15.0% |
| 3M | -5.3% | +11.2% | -16.5% | -9.7% |
| 6M | +124.5% | +5.8% | +118.7% | +116.9% |
| YTD | +126.7% | +8.4% | +118.3% | +116.9% |
| 1Y | +219.9% | +15.7% | +204.2% | +195.0% |
| 3Y | -61.6% | -28.6% | -33.1% | -59.4% |
| 5Y | -90.5% | -19.6% | -70.9% | -90.2% |
| 10Y | -99.1% | -31.5% | -67.6% | -99.1% |
| All | -99.9% | +383.8% | -483.7% | -99.9% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling