-4.5%
DASH vs BMRN
-27.7%
+23.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | 0.0% |
| 7D | -4.8% | -0.5% | -4.3% | -4.5% |
| 30D | -7.9% | +4.3% | -12.3% | -9.2% |
| 3M | -16.3% | -10.4% | -5.9% | -13.3% |
| 6M | +10.4% | +5.8% | +4.6% | +7.3% |
| YTD | -20.1% | -3.8% | -16.3% | -19.8% |
| 1Y | -11.4% | +11.1% | -22.5% | -16.5% |
| 3Y | +114.1% | -31.7% | +145.8% | +134.9% |
| 5Y | -5.8% | -30.9% | +25.2% | -0.1% |
| All | -4.5% | -27.7% | +23.2% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling