+459.9%
DDOG vs BMRN
-14.2%
+474.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | 0.0% |
| 7D | -6.1% | -0.3% | -5.8% | -6.1% |
| 30D | -10.1% | +1.3% | -11.4% | -10.9% |
| 3M | -9.3% | +14.3% | -23.5% | -15.1% |
| 6M | +67.2% | +5.7% | +61.4% | +60.8% |
| YTD | +54.6% | +8.7% | +45.8% | +46.9% |
| 1Y | +54.1% | +14.6% | +39.4% | +41.2% |
| 3Y | +115.3% | -28.3% | +143.6% | +136.4% |
| 5Y | +50.6% | -15.7% | +66.4% | +52.3% |
| All | +459.9% | -14.2% | +474.1% | +372.5% |
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 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