-99.9%
FCEL vs BMRN
+385.5%
-485.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.9% | +21.7% | +19.7% |
| 7D | +4.0% | -0.3% | +4.3% | +3.7% |
| 30D | -13.1% | +1.3% | -14.4% | -14.0% |
| 3M | +14.6% | +14.3% | +0.3% | +8.3% |
| 6M | +133.7% | +5.7% | +127.9% | +125.8% |
| YTD | +143.0% | +8.7% | +134.2% | +132.2% |
| 1Y | +320.9% | +14.6% | +306.2% | +288.9% |
| 3Y | -58.9% | -28.3% | -30.5% | -56.5% |
| 5Y | -89.7% | -15.7% | -73.9% | -89.4% |
| 10Y | -99.1% | -33.7% | -65.4% | -99.0% |
| All | -99.9% | +385.5% | -485.3% | -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 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