+399.9%
GH vs BMRN
-35.2%
+435.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +1.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -4.5% | +1.3% | -5.7% | -5.5% |
| 3M | +28.9% | +14.3% | +14.6% | +19.7% |
| 6M | +76.5% | +5.7% | +70.8% | +69.5% |
| YTD | +57.6% | +8.7% | +48.9% | +48.9% |
| 1Y | +167.5% | +14.6% | +152.9% | +142.5% |
| 3Y | +377.4% | -28.3% | +405.7% | +435.0% |
| 5Y | +23.8% | -15.7% | +39.6% | +29.2% |
| All | +399.9% | -35.2% | +435.2% | +414.6% |
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 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