0.0%
GPC vs BMRN
-28.6%
+28.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -0.6% | -3.8% | +3.2% | +0.1% |
| 30D | +1.3% | -6.5% | +7.8% | +2.5% |
| 3M | +37.1% | +11.2% | +25.9% | +34.3% |
| 6M | +23.2% | +5.8% | +17.4% | +21.4% |
| YTD | +13.1% | +8.4% | +4.7% | +10.8% |
| 1Y | +0.9% | +15.7% | -14.8% | -2.7% |
| All | 0.0% | -28.6% | +28.6% | +1.7% |
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 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