+5,598.2%
DKS vs BMRN
+1,014.4%
+4,583.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -2.9% | -3.8% | +0.9% | -2.1% |
| 30D | -37.7% | -6.5% | -31.2% | -36.9% |
| 3M | -38.9% | +11.2% | -50.1% | -40.4% |
| 6M | -31.1% | +5.8% | -36.9% | -32.2% |
| YTD | -31.8% | +8.4% | -40.2% | -33.4% |
| 1Y | -38.0% | +15.7% | -53.7% | -40.5% |
| 3Y | +28.6% | -28.6% | +57.2% | +34.1% |
| 5Y | +12.5% | -19.6% | +32.1% | +13.9% |
| 10Y | +198.3% | -31.5% | +229.8% | +193.5% |
| All | +5,598.2% | +1,014.4% | +4,583.8% | +3,361.4% |
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 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