+12.0%
GEHC vs BMRN
-40.2%
+52.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -2.3% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -7.0% | +1.3% | -8.2% | -7.4% |
| 3M | +3.3% | +14.3% | -11.0% | -0.5% |
| 6M | -10.0% | +5.7% | -15.7% | -11.7% |
| YTD | -18.5% | +8.7% | -27.2% | -20.7% |
| 1Y | -14.4% | +14.6% | -29.0% | -18.3% |
| 3Y | +3.4% | -28.3% | +31.8% | +8.5% |
| All | +12.0% | -40.2% | +52.1% | +26.4% |
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