+171.3%
GD vs BMRN
-37.0%
+208.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -5.0% | -4.2% | -0.7% | -4.3% |
| 30D | +8.9% | +1.5% | +7.4% | +8.6% |
| 3M | -8.0% | -8.8% | +0.8% | -6.8% |
| 6M | +2.9% | +2.6% | +0.3% | +2.0% |
| YTD | +7.1% | -5.7% | +12.8% | +7.4% |
| 1Y | +5.9% | +8.1% | -2.2% | +3.4% |
| 3Y | +53.9% | -26.5% | +80.3% | +57.6% |
| 5Y | +95.4% | -33.2% | +128.6% | +99.6% |
| All | +171.3% | -37.0% | +208.3% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling