-62.6%
FCEL vs BMRN
-27.4%
-35.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.3% |
| 7D | +6.3% | -1.4% | +7.7% | +6.5% |
| 30D | -18.8% | -5.8% | -13.0% | -17.8% |
| 3M | -3.8% | +16.6% | -20.5% | -8.8% |
| 6M | +121.1% | +7.6% | +113.5% | +112.6% |
| YTD | +113.3% | +10.2% | +103.0% | +103.2% |
| 1Y | +173.5% | +20.2% | +153.3% | +152.3% |
| All | -62.6% | -27.4% | -35.2% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling