-82.4%
FRMI vs EXEL
+39.6%
-122.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.3% | +13.8% | +12.0% |
| 7D | +23.3% | +1.4% | +22.0% | +22.8% |
| 30D | -7.6% | +6.7% | -14.3% | -9.1% |
| 3M | +0.2% | +11.5% | -11.3% | -2.6% |
| 6M | -28.7% | +38.8% | -67.5% | -33.7% |
| YTD | -28.6% | +31.6% | -60.2% | -34.0% |
| All | -82.4% | +39.6% | -122.1% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling