-93.2%
FRMI vs BDX
+54.0%
-147.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.6% | -16.1% | -7.6% |
| 7D | -39.7% | +7.2% | -46.9% | -37.2% |
| 30D | -55.2% | +15.8% | -71.0% | -51.5% |
| 3M | -71.2% | +23.7% | -94.8% | -67.7% |
| 6M | -64.1% | +44.8% | -108.9% | -57.1% |
| YTD | -77.2% | +39.8% | -117.0% | -71.6% |
| 1Y | -93.2% | +52.3% | -145.5% | -90.4% |
| All | -93.2% | +54.0% | -147.2% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling