-25.7%
GIS vs BMRN
-16.0%
-9.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -6.4% | -1.3% | -5.1% | -6.3% |
| 30D | -6.1% | -6.5% | +0.4% | -5.7% |
| 3M | +7.8% | +18.3% | -10.4% | +6.9% |
| 6M | -8.8% | +8.9% | -17.7% | -9.3% |
| YTD | -19.1% | +10.5% | -29.6% | -19.7% |
| 1Y | -24.8% | +17.5% | -42.2% | -25.5% |
| 3Y | -37.6% | -27.7% | -9.8% | -37.5% |
| All | -25.7% | -16.0% | -9.7% | -26.1% |
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