-84.3%
FRMI vs BMRN
+22.5%
-106.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.4% |
| 7D | +2.4% | +2.9% | -0.5% | +2.9% |
| 30D | -17.3% | +11.0% | -28.3% | -14.6% |
| 3M | -17.2% | +17.8% | -35.0% | -12.9% |
| 6M | -43.4% | +10.1% | -53.5% | -41.6% |
| YTD | -36.0% | +11.9% | -47.9% | -33.7% |
| All | -84.3% | +22.5% | -106.8% | -83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling