+176.5%
DLR vs BMRN
-29.6%
+206.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -4.3% | -6.5% | +2.2% | -3.3% |
| 3M | +3.8% | +18.3% | -14.4% | +0.8% |
| 6M | +5.8% | +8.9% | -3.0% | +3.9% |
| YTD | +23.5% | +10.5% | +13.0% | +20.8% |
| 1Y | +11.1% | +17.5% | -6.4% | +7.0% |
| 3Y | +57.9% | -27.7% | +85.6% | +62.8% |
| 5Y | +44.0% | -15.8% | +59.7% | +42.3% |
| All | +176.5% | -29.6% | +206.1% | +163.7% |
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