-13.3%
GAP vs BMRN
+385.5%
-398.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.3% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | +9.3% | +1.3% | +8.0% | +9.0% |
| 3M | +6.1% | +14.3% | -8.2% | +3.5% |
| 6M | -2.3% | +5.7% | -8.0% | -3.8% |
| YTD | -10.6% | +8.7% | -19.3% | -12.5% |
| 1Y | -4.4% | +14.6% | -19.1% | -7.6% |
| 3Y | +118.3% | -28.3% | +146.6% | +126.3% |
| 5Y | +12.2% | -15.7% | +27.9% | +12.7% |
| 10Y | +33.7% | -33.7% | +67.4% | +34.6% |
| All | -13.3% | +385.5% | -398.8% | -39.6% |
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 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