-11.0%
DECK vs BMRN
+1.0%
-11.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.0% |
| 7D | +6.0% | -2.4% | +8.4% | +6.6% |
| 30D | +7.4% | -0.2% | +7.6% | +7.4% |
| 3M | -11.7% | -6.3% | -5.3% | -11.0% |
| 6M | -11.0% | +5.4% | -16.4% | -12.5% |
| All | -11.0% | +1.0% | -11.9% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling