+3,265.0%
GFI vs BMRN
+393.4%
+2,871.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | -4.9% | -1.3% | -3.6% | -4.8% |
| 30D | +10.7% | -6.5% | +17.2% | +11.3% |
| 3M | +25.6% | +18.3% | +7.4% | +23.8% |
| 6M | -8.3% | +8.9% | -17.1% | -9.1% |
| YTD | +6.3% | +10.5% | -4.2% | +5.2% |
| 1Y | +22.1% | +17.5% | +4.6% | +20.0% |
| 3Y | +289.2% | -27.7% | +316.9% | +295.0% |
| 5Y | +531.7% | -15.8% | +547.4% | +530.5% |
| 10Y | +1,043.8% | -30.1% | +1,073.9% | +1,035.4% |
| All | +3,265.0% | +393.4% | +2,871.6% | +2,707.4% |
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