-2.4%
GFS vs BMRN
-9.5%
+7.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +1.0% | +2.9% | -1.9% | +0.1% |
| 30D | -8.6% | +11.0% | -19.6% | -12.0% |
| 3M | -46.5% | +17.8% | -64.4% | -49.8% |
| 6M | -4.8% | +10.1% | -14.9% | -9.0% |
| YTD | +29.7% | +11.9% | +17.7% | +22.9% |
| 1Y | +35.8% | +17.2% | +18.6% | +25.9% |
| 3Y | -18.3% | -28.5% | +10.2% | -13.2% |
| All | -2.4% | -9.5% | +7.1% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling