-58.4%
GME vs BMRN
-16.0%
-42.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.5% | +3.6% |
| 7D | +10.4% | -1.3% | +11.7% | +10.9% |
| 30D | +14.1% | -6.5% | +20.6% | +17.0% |
| 3M | -4.6% | +18.3% | -22.9% | -11.3% |
| 6M | -13.5% | +8.9% | -22.4% | -17.5% |
| YTD | +5.3% | +10.5% | -5.2% | -0.4% |
| 1Y | -14.9% | +17.5% | -32.4% | -22.5% |
| 3Y | +24.3% | -27.7% | +52.0% | +39.8% |
| All | -58.4% | -16.0% | -42.4% | -61.0% |
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