+556.0%
DG vs BMRN
+285.9%
+270.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.2% | -3.7% |
| 7D | -2.5% | -0.3% | -2.1% | -2.4% |
| 30D | +1.0% | +1.3% | -0.3% | +0.7% |
| 3M | +20.3% | +14.3% | +6.0% | +18.2% |
| 6M | -11.7% | +5.7% | -17.5% | -12.6% |
| YTD | -2.3% | +8.7% | -11.1% | -3.7% |
| 1Y | +20.0% | +14.6% | +5.4% | +17.2% |
| 3Y | +7.2% | -28.3% | +35.6% | +9.7% |
| 5Y | -37.9% | -15.7% | -22.2% | -38.5% |
| 10Y | +107.3% | -33.7% | +141.0% | +102.7% |
| All | +556.0% | +285.9% | +270.2% | +369.3% |
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