+206.1%
GLD vs BMRN
-37.6%
+243.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | -4.6% | +2.1% | -6.7% | -4.6% |
| 30D | -5.5% | +3.8% | -9.3% | -5.6% |
| 3M | -10.9% | -16.5% | +5.6% | -10.4% |
| 6M | -17.4% | +6.9% | -24.3% | -17.6% |
| YTD | -10.3% | -3.7% | -6.6% | -10.3% |
| 1Y | -7.2% | +5.6% | -12.7% | -7.4% |
| 3Y | +96.9% | -31.4% | +128.3% | +98.3% |
| 5Y | +103.8% | -30.0% | +133.7% | +104.4% |
| All | +206.1% | -37.6% | +243.8% | +206.4% |
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