+72.4%
GPC vs BMRN
-37.6%
+110.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.4% | +2.1% | -1.7% | 0.0% |
| 30D | -6.3% | +3.8% | -10.1% | -7.1% |
| 3M | -8.2% | -16.5% | +8.3% | -4.9% |
| 6M | +27.1% | +6.9% | +20.2% | +24.9% |
| YTD | +3.1% | -3.7% | +6.8% | +3.2% |
| 1Y | +0.1% | +5.6% | -5.5% | -2.2% |
| 3Y | +0.2% | -31.4% | +31.6% | +5.2% |
| 5Y | +4.9% | -30.0% | +34.8% | +7.5% |
| All | +72.4% | -37.6% | +110.0% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling