+6,700.4%
FICO vs BMRN
+320.9%
+6,379.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | -4.2% | +3.3% | -0.2% |
| 30D | +3.3% | +1.5% | +1.8% | +3.1% |
| 3M | -31.7% | -8.8% | -22.9% | -30.7% |
| 6M | -34.0% | +2.6% | -36.6% | -34.7% |
| YTD | -58.3% | -5.7% | -52.6% | -58.2% |
| 1Y | -57.9% | +8.1% | -66.0% | -59.0% |
| 3Y | -24.1% | -26.5% | +2.4% | -21.7% |
| 5Y | +85.3% | -33.2% | +118.5% | +92.6% |
| 10Y | +520.3% | -31.7% | +552.0% | +525.1% |
| All | +6,700.4% | +320.9% | +6,379.5% | +4,647.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling