-83.1%
FRMI vs BMRN
+21.0%
-104.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.1% |
| 7D | +7.4% | -1.3% | +8.7% | +7.2% |
| 30D | -27.6% | -6.5% | -21.1% | -28.9% |
| 3M | -20.9% | +18.3% | -39.1% | -16.6% |
| 6M | -36.6% | +8.9% | -45.5% | -34.8% |
| YTD | -31.3% | +10.5% | -41.8% | -28.9% |
| All | -83.1% | +21.0% | -104.1% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling