+242.5%
GLDM vs BMRN
-32.1%
+274.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -1.6% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | +1.3% | -1.0% | +0.3% |
| 3M | +0.7% | +14.3% | -13.6% | +0.2% |
| 6M | -15.4% | +5.7% | -21.2% | -15.7% |
| YTD | +1.0% | +8.7% | -7.7% | +0.6% |
| 1Y | +19.7% | +14.6% | +5.1% | +19.0% |
| 3Y | +126.5% | -28.3% | +154.8% | +128.1% |
| 5Y | +142.5% | -15.7% | +158.2% | +141.3% |
| All | +242.5% | -32.1% | +274.6% | +241.1% |
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