+313.5%
GIS vs BMRN
+383.8%
-70.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.6% | -3.8% | -4.8% | -8.4% |
| 30D | -0.5% | -6.5% | +6.0% | -0.1% |
| 3M | +11.9% | +11.2% | +0.7% | +11.2% |
| 6M | -11.6% | +5.8% | -17.4% | -12.0% |
| YTD | -16.3% | +8.4% | -24.7% | -16.8% |
| 1Y | -21.8% | +15.7% | -37.4% | -22.6% |
| 3Y | -35.7% | -28.6% | -7.1% | -35.0% |
| 5Y | -22.9% | -19.6% | -3.3% | -23.0% |
| 10Y | -16.8% | -31.5% | +14.7% | -17.8% |
| All | +313.5% | +383.8% | -70.4% | +248.1% |
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 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