+482.9%
DIS vs BMRN
+329.9%
+153.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +1.9% | +2.1% | -0.2% | +1.5% |
| 30D | +9.2% | +3.8% | +5.4% | +8.5% |
| 3M | +13.5% | -16.5% | +30.0% | +16.8% |
| 6M | +14.3% | +6.9% | +7.4% | +12.5% |
| YTD | +5.4% | -3.7% | +9.1% | +5.4% |
| 1Y | +12.2% | +5.6% | +6.6% | +10.1% |
| 3Y | +37.2% | -31.4% | +68.6% | +42.7% |
| 5Y | -23.1% | -30.0% | +6.8% | -21.1% |
| 10Y | +32.2% | -37.4% | +69.6% | +32.5% |
| All | +482.9% | +329.9% | +153.0% | +275.6% |
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 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