+416.0%
DIS vs BMRN
+399.8%
+16.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.6% | +2.9% | -5.5% | -3.0% |
| 30D | +3.5% | +11.0% | -7.6% | +1.6% |
| 3M | +6.8% | +17.8% | -11.0% | +3.8% |
| 6M | +3.0% | +10.1% | -7.1% | +0.9% |
| YTD | -6.7% | +11.9% | -18.7% | -8.9% |
| 1Y | -10.1% | +17.2% | -27.3% | -13.2% |
| 3Y | +33.0% | -28.5% | +61.5% | +37.2% |
| 5Y | -40.0% | -21.7% | -18.3% | -39.6% |
| 10Y | +21.1% | -30.5% | +51.6% | +19.1% |
| All | +416.0% | +399.8% | +16.2% | +224.6% |
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