-56.4%
FICO vs BMRN
+8.7%
-65.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.9% | -3.5% |
| 7D | +0.4% | +2.0% | -1.6% | +0.2% |
| 30D | +1.7% | -0.7% | +2.4% | +1.5% |
| 3M | -33.0% | -5.9% | -27.1% | -32.9% |
| 6M | -33.9% | +3.0% | -36.9% | -33.6% |
| YTD | -58.5% | -3.9% | -54.7% | -58.2% |
| 1Y | -56.4% | +8.8% | -65.1% | -56.1% |
| All | -56.4% | +8.7% | -65.0% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling