+64.1%
DIA vs BMRN
-16.0%
+80.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -2.0% | -6.5% | +4.5% | -1.0% |
| 3M | +3.6% | +18.3% | -14.6% | +0.6% |
| 6M | +11.5% | +8.9% | +2.6% | +9.5% |
| YTD | +10.4% | +10.5% | -0.2% | +8.0% |
| 1Y | +15.6% | +17.5% | -1.9% | +11.5% |
| 3Y | +58.9% | -27.7% | +86.6% | +64.0% |
| All | +64.1% | -16.0% | +80.1% | +63.6% |
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