+221.2%
GSK vs BMRN
+383.8%
-162.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -3.6% | -3.8% | +0.2% | -3.2% |
| 30D | -5.9% | -6.5% | +0.6% | -5.3% |
| 3M | -4.3% | +11.2% | -15.5% | -5.3% |
| 6M | -10.8% | +5.8% | -16.6% | -11.5% |
| YTD | +1.8% | +8.4% | -6.6% | +0.7% |
| 1Y | +23.5% | +15.7% | +7.8% | +21.1% |
| 3Y | +49.5% | -28.6% | +78.1% | +52.5% |
| 5Y | +49.7% | -19.6% | +69.3% | +49.8% |
| 10Y | +81.9% | -31.5% | +113.4% | +80.4% |
| All | +221.2% | +383.8% | -162.7% | +143.7% |
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 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