+220.4%
GDXJ vs BMRN
-16.0%
+236.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | +5.0% | -6.5% | +11.4% | +6.3% |
| 3M | +24.1% | +18.3% | +5.8% | +20.0% |
| 6M | -7.4% | +8.9% | -16.2% | -9.1% |
| YTD | +10.2% | +10.5% | -0.3% | +7.7% |
| 1Y | +42.5% | +17.5% | +25.1% | +37.3% |
| 3Y | +285.7% | -27.7% | +313.4% | +301.3% |
| All | +220.4% | -16.0% | +236.4% | +232.8% |
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