+3,617.4%
DLR vs BMRN
+1,495.8%
+2,121.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.2% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -2.2% | +1.3% | -3.5% | -2.6% |
| 3M | +4.7% | +14.3% | -9.6% | +1.7% |
| 6M | +9.0% | +5.7% | +3.3% | +7.2% |
| YTD | +24.1% | +8.7% | +15.4% | +21.1% |
| 1Y | +20.9% | +14.6% | +6.3% | +16.1% |
| 3Y | +60.0% | -28.3% | +88.4% | +65.7% |
| 5Y | +35.3% | -15.7% | +51.0% | +33.1% |
| 10Y | +165.8% | -33.7% | +199.4% | +156.9% |
| All | +3,617.4% | +1,495.8% | +2,121.6% | +1,730.9% |
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