+76.7%
GSK vs BMRN
-29.6%
+106.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -3.5% | -1.3% | -2.3% | -3.3% |
| 30D | -3.4% | -6.5% | +3.0% | -2.3% |
| 3M | -8.1% | +18.3% | -26.4% | -11.0% |
| 6M | -11.1% | +8.9% | -20.0% | -12.9% |
| YTD | +0.7% | +10.5% | -9.8% | -1.6% |
| 1Y | +20.1% | +17.5% | +2.7% | +15.5% |
| 3Y | +46.1% | -27.7% | +73.8% | +51.0% |
| 5Y | +48.2% | -15.8% | +64.0% | +45.9% |
| All | +76.7% | -29.6% | +106.4% | +72.7% |
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