+724.9%
DELL vs BMRN
-27.2%
+752.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.9% |
| 7D | +8.2% | -1.3% | +9.5% | +8.5% |
| 30D | +17.1% | -6.5% | +23.6% | +18.7% |
| 3M | +45.2% | +18.3% | +26.9% | +39.1% |
| 6M | +286.8% | +8.9% | +277.9% | +274.0% |
| YTD | +354.8% | +10.5% | +344.3% | +338.7% |
| 1Y | +358.3% | +17.5% | +340.8% | +336.6% |
| 3Y | +724.9% | -27.7% | +752.6% | +693.5% |
| All | +724.9% | -27.2% | +752.1% | +693.5% |
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 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