+642.6%
GS vs BMRN
-32.7%
+675.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.5% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +0.2% | +1.3% | -1.1% | -0.3% |
| 3M | -0.3% | +14.3% | -14.6% | -4.1% |
| 6M | +27.4% | +5.7% | +21.6% | +24.6% |
| YTD | +19.6% | +8.7% | +10.9% | +15.9% |
| 1Y | +42.5% | +14.6% | +27.8% | +35.2% |
| 3Y | +240.4% | -28.3% | +268.8% | +257.3% |
| 5Y | +188.9% | -15.7% | +204.6% | +181.5% |
| 10Y | +642.6% | -33.7% | +676.2% | +599.1% |
| All | +642.6% | -32.7% | +675.3% | +599.1% |
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 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