+876.4%
GPC vs BMRN
+393.4%
+483.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | +0.5% | -6.5% | +7.0% | +1.3% |
| 3M | +31.7% | +18.3% | +13.5% | +29.1% |
| 6M | +24.7% | +8.9% | +15.8% | +23.2% |
| YTD | +11.8% | +10.5% | +1.3% | +10.1% |
| 1Y | -3.0% | +17.5% | -20.4% | -5.4% |
| 3Y | -1.1% | -27.7% | +26.6% | +1.2% |
| 5Y | +30.5% | -15.8% | +46.3% | +30.1% |
| 10Y | +85.2% | -30.1% | +115.4% | +82.9% |
| All | +876.4% | +393.4% | +483.0% | +597.2% |
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