+489.1%
DDOG vs BMRN
-12.8%
+501.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +3.9% | -1.3% | +5.2% | +4.4% |
| 30D | -8.2% | -6.5% | -1.7% | -5.8% |
| 3M | -5.6% | +18.3% | -23.8% | -12.9% |
| 6M | +73.5% | +8.9% | +64.6% | +64.7% |
| YTD | +62.7% | +10.5% | +52.1% | +53.5% |
| 1Y | +59.0% | +17.5% | +41.5% | +44.1% |
| 3Y | +117.1% | -27.7% | +144.8% | +137.6% |
| 5Y | +61.3% | -15.8% | +77.1% | +62.9% |
| All | +489.1% | -12.8% | +501.9% | +393.5% |
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