+2,494.3%
GPN vs BMRN
+595.9%
+1,898.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | 0.0% | -6.5% | +6.5% | +1.3% |
| 3M | +35.8% | +18.3% | +17.6% | +31.3% |
| 6M | +22.0% | +8.9% | +13.1% | +19.5% |
| YTD | +15.2% | +10.5% | +4.7% | +12.5% |
| 1Y | +3.5% | +17.5% | -14.0% | -0.6% |
| 3Y | -26.9% | -27.7% | +0.8% | -24.0% |
| 5Y | -44.2% | -15.8% | -28.4% | -44.1% |
| 10Y | +27.3% | -30.1% | +57.5% | +27.1% |
| All | +2,494.3% | +595.9% | +1,898.4% | +1,525.1% |
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