-99.1%
FCEL vs BMRN
-29.6%
-69.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.8% |
| 7D | +6.3% | -1.3% | +7.6% | +6.6% |
| 30D | -26.7% | -6.5% | -20.2% | -25.0% |
| 3M | -10.2% | +18.3% | -28.4% | -18.3% |
| 6M | +123.5% | +8.9% | +114.6% | +109.8% |
| YTD | +117.4% | +10.5% | +106.9% | +102.0% |
| 1Y | +146.0% | +17.5% | +128.5% | +117.2% |
| 3Y | -61.9% | -27.7% | -34.2% | -58.7% |
| 5Y | -90.5% | -15.8% | -74.7% | -90.2% |
| All | -99.1% | -29.6% | -69.5% | -99.2% |
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