+61.5%
GNRC vs BMRN
-27.2%
+88.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.7% | +2.9% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -15.7% | -6.5% | -9.2% | -14.6% |
| 3M | -27.3% | +18.3% | -45.6% | -30.3% |
| 6M | -12.1% | +8.9% | -20.9% | -14.1% |
| YTD | +37.1% | +10.5% | +26.6% | +33.0% |
| 1Y | -0.5% | +17.5% | -17.9% | -5.5% |
| 3Y | +61.5% | -27.7% | +89.2% | +70.0% |
| All | +61.5% | -27.2% | +88.7% | +70.0% |
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 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