-83.4%
FRMI vs BMRN
+20.7%
-104.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.2% |
| 7D | +10.9% | -1.4% | +12.3% | +10.7% |
| 30D | -24.3% | -5.8% | -18.5% | -25.5% |
| 3M | -21.8% | +16.6% | -38.4% | -17.8% |
| 6M | -33.0% | +7.6% | -40.6% | -31.3% |
| YTD | -32.6% | +10.2% | -42.9% | -30.3% |
| All | -83.4% | +20.7% | -104.1% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling