-2.7%
GFS vs BMRN
-12.1%
+9.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.6% |
| 7D | +2.6% | -0.3% | +3.0% | +2.7% |
| 30D | -16.4% | +1.3% | -17.7% | -17.1% |
| 3M | -41.6% | +14.3% | -55.9% | -44.7% |
| 6M | -3.7% | +5.7% | -9.4% | -6.7% |
| YTD | +29.3% | +8.7% | +20.6% | +23.7% |
| 1Y | +37.1% | +14.6% | +22.5% | +27.9% |
| 3Y | -22.1% | -28.3% | +6.2% | -17.5% |
| All | -2.7% | -12.1% | +9.4% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling