+478.1%
GLW vs BMRN
-28.6%
+506.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +16.9% | -3.8% | +20.7% | +17.2% |
| 30D | +7.0% | -6.5% | +13.5% | +7.5% |
| 3M | -3.0% | +11.2% | -14.2% | -4.3% |
| 6M | +31.0% | +5.8% | +25.2% | +29.5% |
| YTD | +93.4% | +8.4% | +85.0% | +90.3% |
| 1Y | +134.7% | +15.7% | +119.1% | +128.0% |
| All | +478.1% | -28.6% | +506.7% | +484.6% |
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