+2,310.9%
GEN vs BMRN
+329.9%
+1,981.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +2.0% | +2.1% | -0.1% | +1.7% |
| 30D | +27.7% | +3.8% | +23.9% | +27.0% |
| 3M | +3.3% | -16.5% | +19.7% | +6.6% |
| 6M | +31.8% | +6.9% | +24.9% | +30.0% |
| YTD | +13.5% | -3.7% | +17.2% | +13.8% |
| 1Y | +16.0% | +5.6% | +10.5% | +14.1% |
| 3Y | +70.6% | -31.4% | +101.9% | +78.3% |
| 5Y | +32.1% | -30.0% | +62.1% | +35.9% |
| 10Y | +153.4% | -37.4% | +190.8% | +153.1% |
| All | +2,310.9% | +329.9% | +1,981.0% | +1,400.9% |
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