+4,782.6%
DELL vs BMRN
-30.1%
+4,812.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +8.7% | -3.8% | +12.6% | +9.9% |
| 30D | +16.9% | -6.5% | +23.4% | +19.1% |
| 3M | +40.4% | +11.2% | +29.2% | +35.6% |
| 6M | +267.1% | +5.8% | +261.3% | +258.8% |
| YTD | +329.1% | +8.4% | +320.7% | +316.4% |
| 1Y | +346.9% | +15.7% | +331.3% | +323.6% |
| 3Y | +696.6% | -28.6% | +725.2% | +736.0% |
| 5Y | +1,106.2% | -19.6% | +1,125.8% | +1,096.1% |
| 10Y | +4,177.7% | -31.5% | +4,209.2% | +3,945.1% |
| All | +4,782.6% | -30.1% | +4,812.7% | +4,507.6% |
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