+41.5%
DLR vs BMRN
-18.8%
+60.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | -2.9% | -5.8% | +3.0% | -2.1% |
| 3M | +3.2% | +16.6% | -13.4% | +0.7% |
| 6M | +3.9% | +7.6% | -3.7% | +2.3% |
| YTD | +21.4% | +10.2% | +11.2% | +19.0% |
| 1Y | +9.7% | +20.2% | -10.5% | +5.6% |
| 3Y | +56.5% | -27.4% | +83.9% | +61.7% |
| 5Y | +41.5% | -16.0% | +57.5% | +38.3% |
| All | +41.5% | -18.8% | +60.3% | +38.3% |
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