+24.9%
DBX vs BMRN
-19.3%
+44.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.1% | -1.3% | +3.4% | +2.5% |
| 30D | +5.7% | -6.5% | +12.2% | +7.9% |
| 3M | +31.8% | +18.3% | +13.5% | +24.5% |
| 6M | +37.5% | +8.9% | +28.6% | +32.5% |
| YTD | +27.9% | +10.5% | +17.4% | +22.4% |
| 1Y | +15.0% | +17.5% | -2.4% | +7.0% |
| 3Y | +27.2% | -27.7% | +54.9% | +34.9% |
| 5Y | +12.8% | -15.8% | +28.6% | +9.4% |
| All | +24.9% | -19.3% | +44.1% | +1.7% |
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 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