+219.4%
GLDM vs BMRN
-41.1%
+260.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | -4.2% | +8.9% | +4.8% |
| 30D | -0.9% | +1.5% | -2.4% | -0.9% |
| 3M | -4.3% | -8.8% | +4.5% | -4.0% |
| 6M | -13.4% | +2.6% | -16.0% | -13.5% |
| YTD | -5.8% | -5.7% | -0.1% | -5.7% |
| 1Y | +2.1% | +8.1% | -6.0% | +1.7% |
| 3Y | +105.0% | -26.5% | +131.5% | +106.2% |
| 5Y | +122.5% | -33.2% | +155.7% | +123.6% |
| All | +219.4% | -41.1% | +260.5% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling