-98.6%
FCUV vs BMRN
-29.6%
-68.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.3% |
| 7D | -66.5% | -1.3% | -65.2% | -66.8% |
| 30D | +5.0% | -6.5% | +11.5% | +2.9% |
| 3M | +63.8% | +18.3% | +45.5% | +67.5% |
| 6M | -67.8% | +8.9% | -76.7% | -67.4% |
| YTD | -82.4% | +10.5% | -92.9% | -82.2% |
| 1Y | -94.7% | +17.5% | -112.2% | -94.5% |
| 3Y | -99.3% | -27.7% | -71.5% | -99.3% |
| 5Y | -99.9% | -15.8% | -84.1% | -99.9% |
| All | -98.6% | -29.6% | -68.9% | -99.0% |
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 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