+833.1%
GLW vs BMRN
-29.8%
+862.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.6% |
| 7D | +11.7% | -1.4% | +13.1% | +12.0% |
| 30D | +2.7% | -5.8% | +8.5% | +4.0% |
| 3M | -2.8% | +16.6% | -19.4% | -7.2% |
| 6M | +20.2% | +7.6% | +12.6% | +16.7% |
| YTD | +87.3% | +10.2% | +77.1% | +80.2% |
| 1Y | +119.6% | +20.2% | +99.4% | +105.1% |
| 3Y | +453.7% | -27.4% | +481.0% | +477.3% |
| 5Y | +376.1% | -16.0% | +392.1% | +362.1% |
| All | +833.1% | -29.8% | +862.9% | +758.9% |
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 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