+18.7%
DBX vs BMRN
-20.6%
+39.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -2.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -2.9% | +1.3% | -4.2% | -3.6% |
| 3M | +23.8% | +14.3% | +9.6% | +18.2% |
| 6M | +26.2% | +5.7% | +20.5% | +22.8% |
| YTD | +21.6% | +8.7% | +12.9% | +17.0% |
| 1Y | +11.4% | +14.6% | -3.2% | +4.5% |
| 3Y | +21.3% | -28.3% | +49.6% | +28.9% |
| 5Y | +6.7% | -15.7% | +22.4% | +3.3% |
| All | +18.7% | -20.6% | +39.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling