-54.8%
GTLB vs BMRN
-14.6%
-40.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -5.7% | -1.3% | -4.4% | -5.0% |
| 30D | +15.1% | -6.5% | +21.6% | +19.3% |
| 3M | +65.5% | +18.3% | +47.2% | +51.4% |
| 6M | +102.9% | +8.9% | +94.0% | +92.1% |
| YTD | +25.2% | +10.5% | +14.7% | +16.7% |
| 1Y | -5.5% | +17.5% | -23.0% | -16.6% |
| 3Y | -10.9% | -27.7% | +16.8% | +2.5% |
| All | -54.8% | -14.6% | -40.2% | -54.8% |
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