+43.4%
DLTR vs BMRN
-29.6%
+73.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -10.1% | -1.3% | -8.8% | -9.9% |
| 30D | -8.1% | -6.5% | -1.6% | -7.1% |
| 3M | +2.9% | +18.3% | -15.4% | -0.2% |
| 6M | +4.3% | +8.9% | -4.5% | +2.5% |
| YTD | -3.9% | +10.5% | -14.5% | -5.9% |
| 1Y | +18.9% | +17.5% | +1.4% | +14.9% |
| 3Y | +1.9% | -27.7% | +29.6% | +4.9% |
| 5Y | +31.0% | -15.8% | +46.8% | +29.8% |
| All | +43.4% | -29.6% | +73.1% | +35.3% |
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 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