-100.0%
DFNS vs BMRN
-30.6%
-69.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.8% |
| 7D | -6.0% | +2.1% | -8.1% | -6.4% |
| 30D | -71.2% | +3.8% | -75.0% | -71.4% |
| 3M | -94.5% | -16.5% | -78.0% | -94.2% |
| 6M | -96.5% | +6.9% | -103.4% | -96.5% |
| YTD | -99.6% | -3.7% | -95.9% | -99.6% |
| 1Y | -99.7% | +5.6% | -105.2% | -99.7% |
| 3Y | -100.0% | -31.4% | -68.6% | -100.0% |
| All | -100.0% | -30.6% | -69.4% | -100.0% |
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