+5.6%
DAR vs BMRN
-27.4%
+33.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | +6.4% | -5.8% | +12.2% | +7.2% |
| 3M | +13.2% | +16.6% | -3.4% | +10.7% |
| 6M | +26.2% | +7.6% | +18.6% | +24.8% |
| YTD | +84.4% | +10.2% | +74.1% | +81.1% |
| 1Y | +112.0% | +20.2% | +91.8% | +103.9% |
| All | +5.6% | -27.4% | +33.0% | +6.6% |
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