+1,145.9%
DELL vs BMRN
-16.0%
+1,162.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.0% |
| 3M | +45.2% | +18.3% | +26.9% | +38.2% |
| 6M | +286.8% | +8.9% | +277.9% | +274.4% |
| YTD | +354.8% | +10.5% | +344.3% | +338.5% |
| 1Y | +358.3% | +17.5% | +340.8% | +333.8% |
| 3Y | +724.9% | -27.7% | +752.6% | +750.9% |
| All | +1,145.9% | -16.0% | +1,162.0% | +1,101.9% |
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