+126.1%
GLD vs BMRN
-28.6%
+154.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.1% | -3.8% | +4.0% | +0.3% |
| 30D | +0.2% | -6.5% | +6.7% | +0.4% |
| 3M | +3.2% | +11.2% | -8.0% | +3.0% |
| 6M | -14.6% | +5.8% | -20.4% | -14.9% |
| YTD | +1.8% | +8.4% | -6.6% | +1.4% |
| 1Y | +20.7% | +15.7% | +5.1% | +20.3% |
| All | +126.1% | -28.6% | +154.7% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling