+15.5%
DKS vs BMRN
-16.0%
+31.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.3% |
| 7D | -3.0% | -1.3% | -1.7% | -2.5% |
| 30D | -33.4% | -6.5% | -26.9% | -32.1% |
| 3M | -39.4% | +18.3% | -57.6% | -42.7% |
| 6M | -30.1% | +8.9% | -39.0% | -32.4% |
| YTD | -31.0% | +10.5% | -41.5% | -33.8% |
| 1Y | -40.2% | +17.5% | -57.6% | -44.2% |
| 3Y | +30.9% | -27.7% | +58.7% | +40.2% |
| All | +15.5% | -16.0% | +31.5% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling