+153.8%
GEN vs BMRN
-29.6%
+183.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | +6.1% | -6.5% | +12.6% | +7.4% |
| 3M | +27.0% | +18.3% | +8.7% | +22.7% |
| 6M | +43.9% | +8.9% | +35.0% | +40.8% |
| YTD | +13.0% | +10.5% | +2.5% | +10.1% |
| 1Y | +4.0% | +17.5% | -13.5% | -0.3% |
| 3Y | +66.2% | -27.7% | +93.9% | +72.3% |
| 5Y | +23.2% | -15.8% | +38.9% | +22.3% |
| All | +153.8% | -29.6% | +183.4% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling