+99.6%
DE vs BMRN
-16.0%
+115.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | +9.0% | -6.5% | +15.5% | +10.2% |
| 3M | +19.1% | +18.3% | +0.9% | +15.3% |
| 6M | +14.4% | +8.9% | +5.5% | +12.2% |
| YTD | +45.9% | +10.5% | +35.4% | +42.7% |
| 1Y | +43.6% | +17.5% | +26.1% | +38.2% |
| 3Y | +75.9% | -27.7% | +103.6% | +83.2% |
| All | +99.6% | -16.0% | +115.6% | +95.4% |
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