+19.8%
GME vs BMRN
-27.4%
+47.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.2% |
| 7D | +6.0% | -1.4% | +7.4% | +6.3% |
| 30D | +8.3% | -5.8% | +14.2% | +9.3% |
| 3M | -9.1% | +16.6% | -25.7% | -11.4% |
| 6M | -16.3% | +7.6% | -23.9% | -17.5% |
| YTD | +1.5% | +10.2% | -8.7% | -0.4% |
| 1Y | -16.3% | +20.2% | -36.5% | -19.5% |
| All | +19.8% | -27.4% | +47.2% | +31.5% |
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