+39.3%
DIS vs BMRN
-31.8%
+71.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.4% | +2.6% | +1.8% | +4.0% |
| 30D | +10.3% | +4.3% | +6.1% | +9.5% |
| 3M | +15.5% | -17.1% | +32.6% | +18.9% |
| 6M | +11.2% | +5.7% | +5.5% | +9.8% |
| YTD | +5.6% | -3.9% | +9.5% | +5.8% |
| 1Y | +7.7% | +8.5% | -0.7% | +5.3% |
| 3Y | +39.3% | -32.0% | +71.3% | +39.8% |
| All | +39.3% | -31.8% | +71.1% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling