+4,363.1%
DHI vs BMRN
+393.4%
+3,969.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | -5.4% | -6.5% | +1.1% | -4.1% |
| 3M | -10.4% | +18.3% | -28.7% | -13.9% |
| 6M | -2.8% | +8.9% | -11.7% | -5.1% |
| YTD | -3.4% | +10.5% | -13.9% | -6.3% |
| 1Y | -22.9% | +17.5% | -40.4% | -26.6% |
| 3Y | +20.7% | -27.7% | +48.4% | +25.7% |
| 5Y | +62.1% | -15.8% | +77.9% | +61.6% |
| 10Y | +410.4% | -30.1% | +440.6% | +401.2% |
| All | +4,363.1% | +393.4% | +3,969.8% | +2,639.9% |
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 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