-20.0%
GFS vs BMRN
-33.2%
+13.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.4% |
| 7D | -3.1% | -0.5% | -2.7% | -3.0% |
| 30D | -16.0% | +4.3% | -20.4% | -17.0% |
| 3M | -24.7% | -10.4% | -14.3% | -23.1% |
| 6M | -45.1% | +5.8% | -50.9% | -47.1% |
| YTD | +16.5% | -3.8% | +20.3% | +15.1% |
| 1Y | +19.3% | +11.1% | +8.2% | +12.1% |
| 3Y | -20.0% | -31.7% | +11.7% | -19.8% |
| All | -20.0% | -33.2% | +13.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling