+56.2%
GD vs BMRN
-31.2%
+87.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +2.7% | +2.1% | +0.5% | +2.4% |
| 30D | +8.6% | +3.8% | +4.8% | +8.1% |
| 3M | -7.1% | -16.5% | +9.4% | -5.4% |
| 6M | +7.5% | +6.9% | +0.6% | +6.5% |
| YTD | +9.9% | -3.7% | +13.6% | +10.0% |
| 1Y | +7.6% | +5.6% | +2.0% | +6.3% |
| 3Y | +56.2% | -31.4% | +87.6% | +57.6% |
| All | +56.2% | -31.2% | +87.4% | +57.6% |
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 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