-1.2%
GLDM vs BMRN
+7.9%
-9.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | -4.2% | +8.9% | +5.0% |
| 30D | -0.9% | +1.5% | -2.4% | -1.1% |
| 3M | -4.3% | -8.8% | +4.5% | -3.5% |
| 6M | -13.4% | +2.6% | -16.0% | -13.5% |
| YTD | -5.8% | -5.7% | -0.1% | -5.8% |
| All | -1.2% | +7.9% | -9.1% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling