+422.4%
GE vs BMRN
-18.8%
+441.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | -11.9% | -5.8% | -6.1% | -10.9% |
| 3M | +1.8% | +16.6% | -14.8% | -1.7% |
| 6M | -0.6% | +7.6% | -8.2% | -2.6% |
| YTD | +5.5% | +10.2% | -4.7% | +2.7% |
| 1Y | +15.0% | +20.2% | -5.2% | +9.3% |
| 3Y | +269.5% | -27.4% | +296.9% | +286.5% |
| 5Y | +422.4% | -16.0% | +438.4% | +411.3% |
| All | +422.4% | -18.8% | +441.2% | +411.3% |
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