+1,789.3%
GD vs BMRN
+399.8%
+1,389.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.3% | +2.9% | -8.1% | -5.5% |
| 30D | -6.4% | +11.0% | -17.5% | -7.5% |
| 3M | +5.7% | +17.8% | -12.1% | +3.8% |
| 6M | -0.9% | +10.1% | -11.0% | -2.2% |
| YTD | +8.2% | +11.9% | -3.8% | +6.5% |
| 1Y | +13.4% | +17.2% | -3.8% | +10.9% |
| 3Y | +68.5% | -28.5% | +97.0% | +71.7% |
| 5Y | +97.2% | -21.7% | +118.8% | +97.0% |
| 10Y | +190.2% | -30.5% | +220.7% | +186.2% |
| All | +1,789.3% | +399.8% | +1,389.6% | +1,366.9% |
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