-38.7%
DG vs BMRN
-18.8%
-19.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -6.3% | -1.4% | -4.9% | -6.2% |
| 30D | +2.4% | -5.8% | +8.2% | +3.1% |
| 3M | +12.4% | +16.6% | -4.2% | +10.4% |
| 6M | -14.9% | +7.6% | -22.5% | -15.9% |
| YTD | -6.1% | +10.2% | -16.3% | -7.4% |
| 1Y | +17.9% | +20.2% | -2.3% | +14.8% |
| 3Y | +3.1% | -27.4% | +30.5% | +5.1% |
| 5Y | -38.7% | -16.0% | -22.7% | -39.2% |
| All | -38.7% | -18.8% | -19.9% | -39.2% |
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