+48.2%
GSK vs BMRN
-18.8%
+67.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.3% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | -4.6% | -5.8% | +1.2% | -3.7% |
| 3M | -5.1% | +16.6% | -21.7% | -7.7% |
| 6M | -11.4% | +7.6% | -19.0% | -12.8% |
| YTD | +0.7% | +10.2% | -9.5% | -1.4% |
| 1Y | +23.0% | +20.2% | +2.8% | +18.3% |
| 3Y | +48.0% | -27.4% | +75.3% | +51.6% |
| 5Y | +48.2% | -16.0% | +64.2% | +40.0% |
| All | +48.2% | -18.8% | +67.0% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling