+10.3%
GLXY vs BMRN
+8.9%
+1.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -6.9% |
| 7D | +4.5% | -3.8% | +8.4% | +5.7% |
| 30D | +28.8% | -6.5% | +35.3% | +31.3% |
| 3M | -23.0% | +11.2% | -34.3% | -26.0% |
| 6M | +17.0% | +5.8% | +11.2% | +14.3% |
| YTD | +12.5% | +8.4% | +4.1% | +8.4% |
| 1Y | -5.4% | +15.7% | -21.0% | -11.5% |
| All | +10.3% | +8.9% | +1.4% | +1.9% |
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 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