+143.3%
DELL vs BMRN
+8.7%
+134.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.5% | -9.4% |
| 7D | -24.6% | +2.0% | -26.6% | -25.0% |
| 30D | -32.5% | -0.7% | -31.8% | -32.4% |
| 3M | -20.2% | -5.9% | -14.3% | -19.1% |
| 6M | +76.5% | +3.0% | +73.5% | +68.7% |
| YTD | +198.9% | -3.9% | +202.8% | +189.4% |
| 1Y | +143.3% | +8.8% | +134.6% | +128.8% |
| All | +143.3% | +8.7% | +134.6% | +128.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling