+5.8%
DASH vs BMRN
-18.2%
+24.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -4.3% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | -7.3% | +1.3% | -8.6% | -8.1% |
| 3M | +31.4% | +14.3% | +17.2% | +24.8% |
| 6M | +11.9% | +5.7% | +6.1% | +8.8% |
| YTD | -11.5% | +8.7% | -20.2% | -15.0% |
| 1Y | -20.0% | +14.6% | -34.6% | -25.3% |
| 3Y | +143.9% | -28.3% | +172.3% | +164.5% |
| 5Y | -0.2% | -15.7% | +15.5% | +1.1% |
| All | +5.8% | -18.2% | +24.0% | +2.8% |
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 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