-99.6%
DFNS vs BMRN
+8.7%
-108.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.6% | -21.0% | -19.9% |
| 7D | -27.7% | +2.0% | -29.7% | -29.0% |
| 30D | -58.0% | -0.7% | -57.3% | -57.8% |
| 3M | -94.0% | -5.9% | -88.1% | -93.7% |
| 6M | -94.6% | +3.0% | -97.6% | -94.4% |
| YTD | -99.4% | -3.9% | -95.6% | -99.4% |
| 1Y | -99.6% | +8.8% | -108.4% | -99.6% |
| All | -99.6% | +8.7% | -108.3% | -99.6% |
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 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