+75.8%
GM vs BMRN
-16.0%
+91.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -2.4% | -1.3% | -1.2% | -2.1% |
| 30D | -1.1% | -6.5% | +5.4% | +0.5% |
| 3M | +6.1% | +18.3% | -12.1% | +1.5% |
| 6M | +15.0% | +8.9% | +6.1% | +11.9% |
| YTD | +6.0% | +10.5% | -4.5% | +2.6% |
| 1Y | +47.1% | +17.5% | +29.6% | +39.5% |
| 3Y | +170.5% | -27.7% | +198.2% | +185.1% |
| All | +75.8% | -16.0% | +91.8% | +76.1% |
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 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