+115.4%
GAP vs BMRN
-27.2%
+142.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -4.1% | -1.3% | -2.8% | -3.8% |
| 30D | +6.2% | -6.5% | +12.7% | +7.8% |
| 3M | -0.7% | +18.3% | -18.9% | -4.8% |
| 6M | -7.1% | +8.9% | -16.0% | -9.3% |
| YTD | -14.1% | +10.5% | -24.6% | -16.6% |
| 1Y | -8.5% | +17.5% | -26.0% | -13.0% |
| 3Y | +115.4% | -27.7% | +143.1% | +121.4% |
| All | +115.4% | -27.2% | +142.5% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling