-15.1%
DECK vs BMRN
-29.4%
+14.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +5.8% | -4.2% | +10.0% | +6.7% |
| 30D | +7.9% | +1.5% | +6.4% | +7.5% |
| 3M | -11.4% | -8.8% | -2.6% | -9.9% |
| 6M | -16.6% | +2.6% | -19.2% | -17.3% |
| YTD | -16.4% | -5.7% | -10.6% | -15.9% |
| 1Y | +8.6% | +8.1% | +0.6% | +5.4% |
| 3Y | -15.1% | -26.5% | +11.4% | -12.0% |
| All | -15.1% | -29.4% | +14.3% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling