-0.8%
GFS vs BMRN
-12.4%
+11.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +4.5% | -3.8% | +8.3% | +5.8% |
| 30D | -8.2% | -6.5% | -1.7% | -6.3% |
| 3M | -38.9% | +11.2% | -50.1% | -41.5% |
| 6M | -2.9% | +5.8% | -8.7% | -6.0% |
| YTD | +31.8% | +8.4% | +23.4% | +26.2% |
| 1Y | +43.1% | +15.7% | +27.5% | +33.1% |
| 3Y | -20.6% | -28.6% | +7.9% | -15.9% |
| All | -0.8% | -12.4% | +11.5% | -1.2% |
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