+318.8%
DD vs BMRN
+399.8%
-80.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -3.5% | +2.9% | -6.4% | -4.0% |
| 30D | -10.3% | +11.0% | -21.4% | -12.0% |
| 3M | -7.5% | +17.8% | -25.4% | -10.3% |
| 6M | -8.0% | +10.1% | -18.1% | -10.0% |
| YTD | +10.5% | +11.9% | -1.5% | +7.7% |
| 1Y | +38.3% | +17.2% | +21.0% | +33.3% |
| 3Y | +42.5% | -28.5% | +71.0% | +47.7% |
| 5Y | +60.2% | -21.7% | +81.9% | +61.8% |
| 10Y | +68.9% | -30.5% | +99.4% | +67.4% |
| All | +318.8% | +399.8% | -80.9% | +176.0% |
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