+109.7%
GLD vs BMRN
-28.4%
+138.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -2.0% | +2.1% | -4.1% | -2.0% |
| 30D | -4.4% | +5.3% | -9.8% | -4.6% |
| 3M | -8.9% | -16.1% | +7.2% | -8.5% |
| 6M | -16.0% | +10.9% | -26.9% | -16.2% |
| YTD | -7.9% | -1.9% | -6.0% | -7.9% |
| 1Y | -3.9% | +6.2% | -10.1% | -4.0% |
| 3Y | +103.4% | -30.5% | +134.0% | +104.1% |
| 5Y | +109.7% | -28.4% | +138.1% | +110.8% |
| All | +109.7% | -28.4% | +138.2% | +110.8% |
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