+101.7%
FICO vs BMRN
-16.8%
+118.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.8% |
| 7D | -15.4% | -0.3% | -15.1% | -15.4% |
| 30D | -10.4% | +1.3% | -11.7% | -10.8% |
| 3M | -22.7% | +14.3% | -37.0% | -25.2% |
| 6M | -36.8% | +5.7% | -42.5% | -37.8% |
| YTD | -44.8% | +8.7% | -53.5% | -46.2% |
| 1Y | -39.3% | +14.6% | -54.0% | -42.0% |
| 3Y | +3.7% | -28.3% | +32.1% | +9.9% |
| 5Y | +101.7% | -15.7% | +117.5% | +95.3% |
| All | +101.7% | -16.8% | +118.6% | +95.3% |
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