+61.7%
DDOG vs BMRN
-18.8%
+80.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.4% |
| 7D | +3.2% | -1.4% | +4.6% | +3.9% |
| 30D | -10.2% | -5.8% | -4.3% | -8.0% |
| 3M | -2.6% | +16.6% | -19.2% | -10.3% |
| 6M | +80.1% | +7.6% | +72.6% | +71.2% |
| YTD | +63.0% | +10.2% | +52.8% | +53.1% |
| 1Y | +59.4% | +20.2% | +39.2% | +41.2% |
| 3Y | +127.0% | -27.4% | +154.4% | +151.9% |
| 5Y | +61.7% | -16.0% | +77.7% | +55.5% |
| All | +61.7% | -18.8% | +80.4% | +55.5% |
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 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