+22.7%
DIS vs BMRN
-29.8%
+52.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | +2.2% | -5.8% | +8.0% | +3.5% |
| 3M | +8.1% | +16.6% | -8.5% | +4.3% |
| 6M | +5.2% | +7.6% | -2.3% | +3.0% |
| YTD | -6.3% | +10.2% | -16.5% | -8.9% |
| 1Y | -7.3% | +20.2% | -27.5% | -12.2% |
| 3Y | +33.8% | -27.4% | +61.1% | +39.0% |
| 5Y | -40.7% | -16.0% | -24.7% | -41.3% |
| All | +22.7% | -29.8% | +52.5% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling