-43.7%
GPN vs BMRN
-16.0%
-27.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.3% | -1.3% | -3.0% | -3.9% |
| 30D | 0.0% | -6.5% | +6.5% | +1.9% |
| 3M | +35.8% | +18.3% | +17.6% | +28.9% |
| 6M | +22.0% | +8.9% | +13.1% | +18.2% |
| YTD | +15.2% | +10.5% | +4.7% | +11.0% |
| 1Y | +3.5% | +17.5% | -14.0% | -2.7% |
| 3Y | -26.9% | -27.7% | +0.8% | -22.6% |
| All | -43.7% | -16.0% | -27.6% | -44.2% |
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 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