+245.7%
GDX vs BMRN
-27.4%
+273.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.7% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | +6.6% | -5.8% | +12.4% | +7.4% |
| 3M | +30.1% | +16.6% | +13.5% | +27.3% |
| 6M | -7.1% | +7.6% | -14.7% | -8.3% |
| YTD | +12.0% | +10.2% | +1.7% | +10.1% |
| 1Y | +41.2% | +20.2% | +21.0% | +37.2% |
| All | +245.7% | -27.4% | +273.1% | +255.1% |
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