+213.1%
GLD vs BMRN
-29.8%
+242.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | -3.4% | -1.4% | -2.0% | -3.3% |
| 30D | -1.1% | -5.8% | +4.7% | -1.0% |
| 3M | +5.8% | +16.6% | -10.8% | +5.3% |
| 6M | -17.1% | +7.6% | -24.6% | -17.3% |
| YTD | 0.0% | +10.2% | -10.2% | -0.4% |
| 1Y | +18.2% | +20.2% | -2.0% | +17.4% |
| 3Y | +122.6% | -27.4% | +149.9% | +123.6% |
| 5Y | +137.1% | -16.0% | +153.1% | +136.4% |
| All | +213.1% | -29.8% | +242.9% | +215.4% |
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