-7.9%
FRSH vs BMRN
+20.6%
-28.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -6.6% | -1.3% | -5.3% | -6.4% |
| 30D | +2.1% | -6.5% | +8.6% | +3.1% |
| 3M | +29.0% | +18.3% | +10.7% | +25.5% |
| 6M | +48.6% | +8.9% | +39.7% | +46.0% |
| YTD | -2.9% | +10.5% | -13.5% | -5.0% |
| 1Y | -7.9% | +17.5% | -25.4% | -9.6% |
| All | -7.9% | +20.6% | -28.5% | -9.6% |
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 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