-5.5%
GTLB vs BMRN
+20.6%
-26.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.7% | -1.3% | -4.4% | -5.5% |
| 30D | +15.1% | -6.5% | +21.6% | +16.0% |
| 3M | +65.5% | +18.3% | +47.2% | +63.6% |
| 6M | +102.9% | +8.9% | +94.0% | +100.8% |
| YTD | +25.2% | +10.5% | +14.7% | +23.7% |
| 1Y | -5.5% | +17.5% | -23.0% | -6.2% |
| All | -5.5% | +20.6% | -26.1% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling