+161.0%
DAL vs BMRN
-31.2%
+192.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | -1.1% | +2.1% | -3.2% | -1.6% |
| 30D | +12.8% | +3.8% | +9.1% | +11.9% |
| 3M | -5.3% | -16.5% | +11.2% | -1.2% |
| 6M | +22.4% | +6.9% | +15.5% | +19.4% |
| YTD | +25.6% | -3.7% | +29.3% | +25.4% |
| 1Y | +45.5% | +5.6% | +40.0% | +40.9% |
| 3Y | +161.0% | -31.4% | +192.3% | +161.8% |
| All | +161.0% | -31.2% | +192.2% | +161.8% |
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 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