+93.8%
GD vs BMRN
-33.2%
+127.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -5.0% | -4.2% | -0.7% | -4.5% |
| 30D | +8.9% | +1.5% | +7.4% | +8.7% |
| 3M | -8.0% | -8.8% | +0.8% | -7.3% |
| 6M | +2.9% | +2.6% | +0.3% | +2.4% |
| YTD | +7.1% | -5.7% | +12.8% | +7.4% |
| 1Y | +5.9% | +8.1% | -2.2% | +4.4% |
| 3Y | +53.9% | -26.5% | +80.3% | +55.7% |
| All | +93.8% | -33.2% | +127.1% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling