+172.2%
GRMN vs BMRN
-27.4%
+199.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | -12.1% | -5.8% | -6.3% | -11.3% |
| 3M | +18.0% | +16.6% | +1.4% | +14.8% |
| 6M | +13.7% | +7.6% | +6.1% | +11.9% |
| YTD | +35.3% | +10.2% | +25.1% | +32.6% |
| 1Y | +17.2% | +20.2% | -3.0% | +12.9% |
| All | +172.2% | -27.4% | +199.6% | +177.8% |
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