+669.0%
GRMN vs BMRN
-29.6%
+698.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +4.0% | +4.2% |
| 7D | +2.4% | -1.3% | +3.7% | +2.7% |
| 30D | -8.5% | -6.5% | -2.0% | -7.2% |
| 3M | +19.5% | +18.3% | +1.2% | +15.0% |
| 6M | +21.2% | +8.9% | +12.3% | +18.4% |
| YTD | +41.0% | +10.5% | +30.5% | +37.2% |
| 1Y | +19.6% | +17.5% | +2.1% | +14.3% |
| 3Y | +183.8% | -27.7% | +211.5% | +195.2% |
| 5Y | +83.0% | -15.8% | +98.8% | +80.8% |
| All | +669.0% | -29.6% | +698.6% | +648.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling