+2,307.8%
GS vs BMRN
+399.8%
+1,908.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +2.9% | -1.9% | +0.3% |
| 30D | -1.6% | +11.0% | -12.6% | -3.9% |
| 3M | -4.5% | +17.8% | -22.3% | -8.0% |
| 6M | +20.9% | +10.1% | +10.8% | +17.7% |
| YTD | +19.9% | +11.9% | +7.9% | +16.1% |
| 1Y | +41.4% | +17.2% | +24.2% | +35.0% |
| 3Y | +239.2% | -28.5% | +267.6% | +252.4% |
| 5Y | +185.0% | -21.7% | +206.7% | +185.6% |
| 10Y | +655.0% | -30.5% | +685.5% | +639.3% |
| All | +2,307.8% | +399.8% | +1,908.1% | +1,350.9% |
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