+11.2%
DBX vs BMRN
-18.8%
+29.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | +2.8% | -5.8% | +8.7% | +4.2% |
| 3M | +26.8% | +16.6% | +10.1% | +21.9% |
| 6M | +32.8% | +7.6% | +25.2% | +29.7% |
| YTD | +26.1% | +10.2% | +15.8% | +22.3% |
| 1Y | +14.1% | +20.2% | -6.1% | +7.7% |
| 3Y | +25.7% | -27.4% | +53.1% | +32.9% |
| 5Y | +11.2% | -16.0% | +27.2% | +9.4% |
| All | +11.2% | -18.8% | +29.9% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling