+44.6%
GFS vs BMRN
+18.4%
+26.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +3.2% | -1.4% | +4.6% | +3.4% |
| 30D | -9.6% | -5.8% | -3.8% | -8.8% |
| 3M | -38.5% | +16.6% | -55.1% | -40.7% |
| 6M | -1.3% | +7.6% | -8.9% | -4.2% |
| YTD | +31.8% | +10.2% | +21.6% | +26.5% |
| 1Y | +44.6% | +20.2% | +24.4% | +37.6% |
| All | +44.6% | +18.4% | +26.1% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling