+242.8%
GE vs BMRN
+385.5%
-142.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -9.5% | +1.3% | -10.8% | -9.8% |
| 3M | +4.1% | +14.3% | -10.2% | +1.6% |
| 6M | +3.9% | +5.7% | -1.8% | +2.6% |
| YTD | +9.0% | +8.7% | +0.3% | +7.0% |
| 1Y | +21.9% | +14.6% | +7.3% | +18.1% |
| 3Y | +281.8% | -28.3% | +310.1% | +293.8% |
| 5Y | +436.7% | -15.7% | +452.5% | +433.9% |
| 10Y | +151.5% | -33.7% | +185.2% | +151.1% |
| All | +242.8% | +385.5% | -142.7% | +110.7% |
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