-83.1%
FRMI vs BDX
+23.5%
-106.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.5% |
| 7D | +7.4% | -3.2% | +10.6% | +5.8% |
| 30D | -27.6% | -2.5% | -25.1% | -28.5% |
| 3M | -20.9% | +21.4% | -42.3% | -11.8% |
| 6M | -36.6% | +10.4% | -47.0% | -30.8% |
| YTD | -31.3% | +18.8% | -50.1% | -18.8% |
| All | -83.1% | +23.5% | -106.6% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling