+6,934.9%
FICO vs BMRN
+338.2%
+6,596.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.6% |
| 7D | +4.0% | +2.1% | +1.9% | +3.6% |
| 30D | -1.5% | +5.3% | -6.8% | -2.4% |
| 3M | -29.8% | -16.1% | -13.7% | -27.6% |
| 6M | -33.3% | +10.9% | -44.2% | -34.9% |
| YTD | -56.9% | -1.9% | -55.0% | -57.0% |
| 1Y | -59.5% | +6.2% | -65.6% | -60.3% |
| 3Y | -26.9% | -30.5% | +3.7% | -23.8% |
| 5Y | +92.9% | -28.4% | +121.3% | +98.0% |
| 10Y | +539.5% | -36.2% | +575.7% | +551.0% |
| All | +6,934.9% | +338.2% | +6,596.8% | +4,775.7% |
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 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