+76.9%
FICO vs BMRN
-33.2%
+110.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | -4.2% | +3.3% | +0.1% |
| 30D | +3.3% | +1.5% | +1.8% | +2.9% |
| 3M | -31.7% | -8.8% | -22.9% | -30.4% |
| 6M | -34.0% | +2.6% | -36.6% | -34.9% |
| YTD | -58.3% | -5.7% | -52.6% | -58.1% |
| 1Y | -57.9% | +8.1% | -66.0% | -59.5% |
| 3Y | -24.1% | -26.5% | +2.4% | -21.5% |
| All | +76.9% | -33.2% | +110.2% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling