-84.3%
FRMI vs BRKR
+80.4%
-164.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.9% | +5.5% |
| 7D | +2.4% | +2.5% | -0.1% | +2.1% |
| 30D | -17.3% | +11.5% | -28.8% | -17.9% |
| 3M | -17.2% | -2.4% | -14.8% | -17.3% |
| 6M | -43.4% | +52.3% | -95.7% | -47.3% |
| YTD | -36.0% | +24.5% | -60.5% | -41.6% |
| All | -84.3% | +80.4% | -164.7% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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