+1,770.3%
GD vs BMRN
+320.9%
+1,449.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -5.0% | -4.2% | -0.7% | -4.6% |
| 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% | +7.3% |
| 1Y | +5.9% | +8.1% | -2.2% | +4.5% |
| 3Y | +53.9% | -26.5% | +80.3% | +56.4% |
| 5Y | +95.4% | -33.2% | +128.6% | +98.8% |
| 10Y | +193.5% | -31.7% | +225.2% | +190.7% |
| All | +1,770.3% | +320.9% | +1,449.4% | +1,377.5% |
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