+140.0%
GLD vs BMRN
-18.1%
+158.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.1% | -3.8% | +4.0% | +0.2% |
| 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% | -14.8% |
| YTD | +1.8% | +8.4% | -6.6% | +1.5% |
| 1Y | +20.7% | +15.7% | +5.1% | +20.3% |
| 3Y | +126.5% | -28.6% | +155.1% | +127.0% |
| 5Y | +140.0% | -19.6% | +159.6% | +141.9% |
| All | +140.0% | -18.1% | +158.1% | +141.9% |
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