+850.9%
FISV vs BMRN
+392.1%
+458.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | -7.2% | -1.4% | -5.8% | -7.0% |
| 30D | -7.2% | -5.8% | -1.4% | -6.3% |
| 3M | -8.2% | +16.6% | -24.8% | -10.6% |
| 6M | -17.7% | +7.6% | -25.3% | -18.9% |
| YTD | -27.2% | +10.2% | -37.4% | -28.6% |
| 1Y | -63.0% | +20.2% | -83.2% | -64.2% |
| 3Y | -59.8% | -27.4% | -32.4% | -58.4% |
| 5Y | -55.8% | -16.0% | -39.8% | -55.8% |
| 10Y | -2.4% | -30.3% | +27.9% | -3.2% |
| All | +850.9% | +392.1% | +458.8% | +520.7% |
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