+384.1%
GLW vs BMRN
-16.0%
+400.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | +7.8% | -1.3% | +9.1% | +8.0% |
| 30D | -0.4% | -6.5% | +6.1% | +0.4% |
| 3M | -5.6% | +18.3% | -23.8% | -8.5% |
| 6M | +26.7% | +8.9% | +17.8% | +24.2% |
| YTD | +91.0% | +10.5% | +80.5% | +86.3% |
| 1Y | +122.4% | +17.5% | +104.9% | +113.6% |
| 3Y | +471.0% | -27.7% | +498.7% | +491.4% |
| All | +384.1% | -16.0% | +400.2% | +371.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling