+1,075.8%
GME vs BMRN
+436.8%
+639.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.4% |
| 7D | +4.8% | -3.8% | +8.7% | +5.7% |
| 30D | +5.9% | -6.5% | +12.3% | +7.3% |
| 3M | -10.7% | +11.2% | -22.0% | -13.0% |
| 6M | -19.8% | +5.8% | -25.6% | -21.4% |
| YTD | -0.9% | +8.4% | -9.3% | -3.5% |
| 1Y | -15.7% | +15.7% | -31.3% | -19.5% |
| 3Y | +12.3% | -28.6% | +40.9% | +17.3% |
| 5Y | -60.1% | -19.6% | -40.5% | -59.0% |
| 10Y | +265.3% | -31.5% | +296.8% | +269.2% |
| All | +1,075.8% | +436.8% | +639.0% | +615.7% |
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