+18.3%
DBX vs BMRN
+12.9%
+5.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -2.4% | +2.9% | -5.3% | -2.7% |
| 30D | -0.5% | +11.0% | -11.5% | -1.9% |
| 3M | +28.1% | +17.8% | +10.2% | +25.4% |
| 6M | +33.1% | +10.1% | +23.0% | +31.7% |
| YTD | +25.3% | +11.9% | +13.3% | +23.7% |
| 1Y | +18.3% | +17.2% | +1.1% | +14.7% |
| All | +18.3% | +12.9% | +5.4% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling