-75.0%
FRSH vs BMRN
-16.4%
-58.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -6.6% | -1.3% | -5.3% | -6.0% |
| 30D | +2.1% | -6.5% | +8.6% | +5.0% |
| 3M | +29.0% | +18.3% | +10.7% | +19.0% |
| 6M | +48.6% | +8.9% | +39.7% | +41.2% |
| YTD | -2.9% | +10.5% | -13.5% | -8.8% |
| 1Y | -7.9% | +17.5% | -25.4% | -17.1% |
| 3Y | -46.5% | -27.7% | -18.8% | -40.2% |
| All | -75.0% | -16.4% | -58.5% | -74.7% |
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