+174.0%
GD vs BMRN
-38.4%
+212.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.9% | +2.6% | -4.5% | -2.3% |
| 30D | +10.9% | +4.3% | +6.7% | +10.1% |
| 3M | -6.8% | -17.1% | +10.3% | -4.0% |
| 6M | +7.0% | +5.7% | +1.3% | +5.6% |
| YTD | +11.1% | -3.9% | +15.0% | +11.1% |
| 1Y | +7.0% | +8.5% | -1.4% | +4.5% |
| 3Y | +59.9% | -32.0% | +91.9% | +66.5% |
| 5Y | +102.5% | -29.9% | +132.4% | +104.9% |
| 10Y | +174.0% | -38.9% | +213.0% | +156.8% |
| All | +174.0% | -38.4% | +212.5% | +156.8% |
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 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