-14.1%
DECK vs BMRN
-29.3%
+15.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.2% |
| 7D | +6.0% | -2.4% | +8.4% | +6.5% |
| 30D | +7.4% | -0.2% | +7.6% | +7.5% |
| 3M | -11.7% | -6.3% | -5.3% | -10.7% |
| 6M | -11.0% | +5.4% | -16.4% | -12.3% |
| YTD | -15.4% | -5.6% | -9.8% | -14.9% |
| 1Y | +7.2% | +6.3% | +1.0% | +4.5% |
| All | -14.1% | -29.3% | +15.2% | -11.0% |
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