+5,768.2%
DE vs BMRN
+392.1%
+5,376.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | +9.7% | -5.8% | +15.5% | +10.7% |
| 3M | +21.4% | +16.6% | +4.7% | +18.2% |
| 6M | +15.0% | +7.6% | +7.4% | +13.1% |
| YTD | +46.4% | +10.2% | +36.2% | +43.4% |
| 1Y | +45.6% | +20.2% | +25.4% | +40.1% |
| 3Y | +76.8% | -27.4% | +104.1% | +81.5% |
| 5Y | +99.4% | -16.0% | +115.4% | +98.1% |
| 10Y | +864.6% | -30.3% | +894.9% | +854.0% |
| All | +5,768.2% | +392.1% | +5,376.1% | +3,720.1% |
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