+40.9%
BMY vs FRMI
-78.6%
+119.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.1% |
| 7D | -6.4% | +10.9% | -17.3% | -6.0% |
| 30D | +0.2% | -24.3% | +24.5% | -0.5% |
| 3M | +16.0% | -21.8% | +37.7% | +15.7% |
| 6M | +8.3% | -33.0% | +41.4% | +8.1% |
| YTD | +22.2% | -32.6% | +54.8% | +22.4% |
| All | +40.9% | -78.6% | +119.4% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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