+159.7%
GILD vs BMRN
-29.6%
+189.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | +5.8% | -6.5% | +12.3% | +7.5% |
| 3M | +14.9% | +18.3% | -3.3% | +10.0% |
| 6M | -0.4% | +8.9% | -9.2% | -3.0% |
| YTD | +18.5% | +10.5% | +8.0% | +14.8% |
| 1Y | +25.1% | +17.5% | +7.6% | +18.6% |
| 3Y | +105.9% | -27.7% | +133.6% | +115.9% |
| 5Y | +143.0% | -15.8% | +158.8% | +138.3% |
| All | +159.7% | -29.6% | +189.4% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling