+224.1%
GDX vs BMRN
-16.0%
+240.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | +6.8% | -6.5% | +13.2% | +7.8% |
| 3M | +24.9% | +18.3% | +6.7% | +21.7% |
| 6M | -4.2% | +8.9% | -13.1% | -5.7% |
| YTD | +13.2% | +10.5% | +2.7% | +11.1% |
| 1Y | +40.2% | +17.5% | +22.7% | +36.0% |
| 3Y | +249.6% | -27.7% | +277.3% | +260.1% |
| All | +224.1% | -16.0% | +240.1% | +235.5% |
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 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