-99.9%
DFNS vs BMRN
-49.1%
-50.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.3% | -1.3% | -5.1% | -6.1% |
| 30D | -74.0% | -6.5% | -67.5% | -73.5% |
| 3M | -70.1% | +18.3% | -88.4% | -70.8% |
| 6M | -93.9% | +8.9% | -102.8% | -94.0% |
| YTD | -98.1% | +10.5% | -108.6% | -98.1% |
| 1Y | -98.3% | +17.5% | -115.8% | -98.3% |
| 3Y | -99.9% | -27.7% | -72.2% | -99.9% |
| 5Y | -99.9% | -15.8% | -84.1% | -99.9% |
| All | -99.9% | -49.1% | -50.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling