+31.0%
DIS vs BMRN
-38.2%
+69.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | +0.9% | +1.0% | -0.2% | +0.6% |
| 30D | +8.9% | +4.3% | +4.6% | +7.8% |
| 3M | +14.5% | -19.3% | +33.8% | +20.0% |
| 6M | +12.2% | +7.2% | +5.0% | +9.7% |
| YTD | +4.7% | -4.6% | +9.3% | +4.9% |
| 1Y | +2.8% | +2.5% | +0.3% | +0.8% |
| 3Y | +38.1% | -32.5% | +70.6% | +46.2% |
| 5Y | -23.6% | -30.6% | +7.0% | -21.1% |
| All | +31.0% | -38.2% | +69.3% | +27.6% |
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 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