+890.4%
GLW vs BMRN
+399.8%
+490.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | +3.8% | +2.9% | +0.9% | +3.1% |
| 30D | -1.3% | +11.0% | -12.4% | -3.8% |
| 3M | -21.8% | +17.8% | -39.6% | -25.1% |
| 6M | +6.9% | +10.1% | -3.2% | +3.6% |
| YTD | +77.2% | +11.9% | +65.2% | +70.8% |
| 1Y | +123.2% | +17.2% | +106.0% | +111.7% |
| 3Y | +400.0% | -28.5% | +428.5% | +418.5% |
| 5Y | +342.8% | -21.7% | +364.5% | +341.5% |
| 10Y | +771.4% | -30.5% | +801.9% | +748.7% |
| All | +890.4% | +399.8% | +490.6% | +437.1% |
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