+26.1%
DECK vs BMRN
-14.7%
+40.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -2.2% | +2.9% | -5.1% | -3.0% |
| 30D | -13.6% | +11.0% | -24.6% | -16.3% |
| 3M | -21.2% | +17.8% | -39.1% | -24.9% |
| 6M | -21.1% | +10.1% | -31.2% | -23.6% |
| YTD | -17.2% | +11.9% | -29.2% | -20.4% |
| 1Y | -30.7% | +17.2% | -48.0% | -34.7% |
| 3Y | -3.4% | -28.5% | +25.1% | +3.4% |
| All | +26.1% | -14.7% | +40.8% | +22.1% |
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 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