-0.8%
GFS vs BMRN
-10.9%
+10.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | +3.2% | -1.4% | +4.6% | +3.6% |
| 30D | -9.6% | -5.8% | -3.8% | -7.9% |
| 3M | -38.5% | +16.6% | -55.1% | -42.1% |
| 6M | -1.3% | +7.6% | -8.9% | -4.9% |
| YTD | +31.8% | +10.2% | +21.6% | +25.6% |
| 1Y | +44.6% | +20.2% | +24.4% | +32.6% |
| 3Y | -20.6% | -27.4% | +6.7% | -16.3% |
| All | -0.8% | -10.9% | +10.1% | -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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling