+53,664.2%
DECK vs BMRN
+321.6%
+53,342.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| 6M | -11.0% | +5.4% | -16.4% | -12.1% |
| YTD | -15.4% | -5.6% | -9.8% | -14.9% |
| 1Y | +7.2% | +6.3% | +1.0% | +5.1% |
| 3Y | -11.8% | -29.5% | +17.7% | -8.3% |
| 5Y | +24.3% | -33.1% | +57.5% | +29.7% |
| 10Y | +907.5% | -31.6% | +939.1% | +906.2% |
| All | +53,664.2% | +321.6% | +53,342.7% | +41,091.4% |
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