+222.0%
KGC vs BMRN
-30.6%
+252.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -6.7% | +2.1% | -8.8% | -7.0% |
| 30D | -6.7% | +3.8% | -10.4% | -7.4% |
| 3M | -22.6% | -16.5% | -6.1% | -20.1% |
| 6M | -33.4% | +6.9% | -40.3% | -34.5% |
| YTD | -26.0% | -3.7% | -22.3% | -25.9% |
| 1Y | -18.3% | +5.6% | -23.8% | -19.8% |
| 3Y | +315.8% | -31.4% | +347.2% | +338.0% |
| All | +222.0% | -30.6% | +252.6% | +227.7% |
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 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