+763.7%
DIA vs BMRN
+385.5%
+378.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.8% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -2.1% | +1.3% | -3.4% | -2.3% |
| 3M | +4.2% | +14.3% | -10.1% | +2.2% |
| 6M | +11.9% | +5.7% | +6.1% | +10.7% |
| YTD | +10.8% | +8.7% | +2.1% | +9.1% |
| 1Y | +17.5% | +14.6% | +2.9% | +14.5% |
| 3Y | +59.9% | -28.3% | +88.3% | +63.9% |
| 5Y | +64.1% | -15.7% | +79.9% | +63.2% |
| 10Y | +246.2% | -33.7% | +279.9% | +243.8% |
| All | +763.7% | +385.5% | +378.2% | +493.8% |
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