-57.4%
GNRC vs BMRN
-16.0%
-41.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.7% | +2.8% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -15.7% | -6.5% | -9.2% | -13.9% |
| 3M | -27.3% | +18.3% | -45.6% | -32.1% |
| 6M | -12.1% | +8.9% | -20.9% | -15.6% |
| YTD | +37.1% | +10.5% | +26.6% | +30.1% |
| 1Y | -0.5% | +17.5% | -17.9% | -8.5% |
| 3Y | +61.5% | -27.7% | +89.2% | +74.9% |
| All | -57.4% | -16.0% | -41.4% | -57.0% |
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