+723.1%
GWRE vs BMRN
+85.5%
+637.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -13.2% | -1.3% | -12.0% | -12.9% |
| 30D | -18.6% | -6.5% | -12.1% | -17.2% |
| 3M | +18.9% | +18.3% | +0.6% | +13.5% |
| 6M | -11.0% | +8.9% | -19.8% | -13.5% |
| YTD | -29.9% | +10.5% | -40.4% | -32.3% |
| 1Y | -44.3% | +17.5% | -61.8% | -47.5% |
| 3Y | +51.7% | -27.7% | +79.4% | +59.7% |
| 5Y | +15.4% | -15.8% | +31.2% | +14.2% |
| 10Y | +129.4% | -30.1% | +159.6% | +121.4% |
| All | +723.1% | +85.5% | +637.6% | +486.5% |
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