+199.6%
DKS vs BMRN
-29.6%
+229.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -2.0% | -1.3% | -0.8% | -1.7% |
| 30D | -32.7% | -6.5% | -26.2% | -31.7% |
| 3M | -38.8% | +18.3% | -57.0% | -41.4% |
| 6M | -29.4% | +8.9% | -38.3% | -31.3% |
| YTD | -30.3% | +10.5% | -40.8% | -32.5% |
| 1Y | -39.6% | +17.5% | -57.1% | -42.7% |
| 3Y | +32.2% | -27.7% | +59.9% | +38.3% |
| 5Y | +15.1% | -15.8% | +30.9% | +15.4% |
| All | +199.6% | -29.6% | +229.2% | +193.4% |
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