-3.5%
GEHC vs BMRN
-27.2%
+23.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -7.2% | -1.3% | -5.9% | -6.8% |
| 30D | -11.6% | -6.5% | -5.1% | -9.9% |
| 3M | -0.8% | +18.3% | -19.1% | -5.5% |
| 6M | -11.9% | +8.9% | -20.8% | -14.3% |
| YTD | -21.9% | +10.5% | -32.5% | -24.5% |
| 1Y | -17.8% | +17.5% | -35.3% | -22.2% |
| 3Y | -3.5% | -27.7% | +24.2% | +1.7% |
| All | -3.5% | -27.2% | +23.6% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling