-39.7%
FICO vs BMRN
+14.9%
-54.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | -15.4% | -0.3% | -15.1% | -15.4% |
| 30D | -10.4% | +1.3% | -11.7% | -10.6% |
| 3M | -22.7% | +14.3% | -37.0% | -24.0% |
| 6M | -36.8% | +5.7% | -42.5% | -36.9% |
| YTD | -44.8% | +8.7% | -53.5% | -45.1% |
| All | -39.7% | +14.9% | -54.6% | -39.0% |
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 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