+339.2%
GLW vs BMRN
-31.2%
+370.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.4% |
| 7D | +7.7% | +2.1% | +5.6% | +7.6% |
| 30D | -18.8% | +3.8% | -22.6% | -19.0% |
| 3M | -27.7% | -16.5% | -11.2% | -26.7% |
| 6M | -44.4% | +6.9% | -51.3% | -45.7% |
| YTD | +31.3% | -3.7% | +35.0% | +30.1% |
| 1Y | +40.0% | +5.6% | +34.5% | +36.2% |
| 3Y | +339.2% | -31.4% | +370.6% | +336.7% |
| All | +339.2% | -31.2% | +370.4% | +336.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling