+211.5%
GDX vs BMRN
+415.4%
-203.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | +9.5% | +1.3% | +8.2% | +9.2% |
| 3M | +25.1% | +14.3% | +10.8% | +22.1% |
| 6M | -2.9% | +5.7% | -8.7% | -4.1% |
| YTD | +14.7% | +8.7% | +6.0% | +12.7% |
| 1Y | +47.4% | +14.6% | +32.8% | +43.1% |
| 3Y | +259.7% | -28.3% | +288.0% | +271.4% |
| 5Y | +227.7% | -15.7% | +243.4% | +224.5% |
| 10Y | +289.0% | -33.7% | +322.6% | +279.1% |
| All | +211.5% | +415.4% | -203.9% | +34.6% |
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