-27.1%
GPN vs BMRN
-27.2%
0.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | -1.3% | -3.3% | -4.3% |
| 30D | -0.3% | -6.5% | +6.2% | +1.4% |
| 3M | +35.4% | +18.3% | +17.2% | +29.4% |
| 6M | +21.7% | +8.9% | +12.8% | +18.3% |
| YTD | +14.9% | +10.5% | +4.4% | +11.3% |
| 1Y | +3.2% | +17.5% | -14.3% | -1.9% |
| 3Y | -27.1% | -27.7% | +0.6% | -24.8% |
| All | -27.1% | -27.2% | 0.0% | -24.8% |
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