-10.9%
GTLB vs BMRN
-27.2%
+16.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.7% | -1.3% | -4.4% | -5.3% |
| 30D | +15.1% | -6.5% | +21.6% | +17.6% |
| 3M | +65.5% | +18.3% | +47.2% | +57.3% |
| 6M | +102.9% | +8.9% | +94.0% | +97.2% |
| YTD | +25.2% | +10.5% | +14.7% | +20.7% |
| 1Y | -5.5% | +17.5% | -23.0% | -11.6% |
| 3Y | -10.9% | -27.7% | +16.8% | -5.7% |
| All | -10.9% | -27.2% | +16.3% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling