+51.7%
GWRE vs BMRN
-27.2%
+78.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -13.2% | -1.3% | -12.0% | -13.0% |
| 30D | -18.6% | -6.5% | -12.1% | -17.6% |
| 3M | +18.9% | +18.3% | +0.6% | +15.3% |
| 6M | -11.0% | +8.9% | -19.8% | -12.5% |
| YTD | -29.9% | +10.5% | -40.4% | -31.4% |
| 1Y | -44.3% | +17.5% | -61.8% | -46.3% |
| 3Y | +51.7% | -27.7% | +79.4% | +60.3% |
| All | +51.7% | -27.2% | +78.9% | +60.3% |
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