+3.1%
FICO vs BMRN
-26.7%
+29.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.8% | -16.7% |
| 7D | -19.2% | +2.9% | -22.1% | -19.6% |
| 30D | -14.6% | +11.0% | -25.6% | -16.1% |
| 3M | -20.1% | +17.8% | -37.9% | -22.1% |
| 6M | -36.3% | +10.1% | -46.4% | -37.3% |
| YTD | -44.9% | +11.9% | -56.8% | -45.9% |
| 1Y | -38.6% | +17.2% | -55.9% | -40.4% |
| All | +3.1% | -26.7% | +29.8% | +4.7% |
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