-75.0%
FRSH vs BMRN
-16.7%
-58.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.3% |
| 7D | -11.2% | -1.4% | -9.8% | -10.6% |
| 30D | -0.8% | -5.8% | +5.0% | +1.6% |
| 3M | +26.4% | +16.6% | +9.8% | +17.4% |
| 6M | +48.4% | +7.6% | +40.8% | +41.7% |
| YTD | -3.1% | +10.2% | -13.3% | -8.9% |
| 1Y | -8.7% | +20.2% | -28.9% | -18.9% |
| 3Y | -45.8% | -27.4% | -18.4% | -39.6% |
| All | -75.0% | -16.7% | -58.4% | -74.8% |
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