+1,003.0%
DOV vs BMRN
+383.8%
+619.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.3% | -3.8% | +5.2% | +2.0% |
| 30D | -8.6% | -6.5% | -2.2% | -7.7% |
| 3M | -13.1% | +11.2% | -24.4% | -14.8% |
| 6M | -8.8% | +5.8% | -14.6% | -10.1% |
| YTD | -1.2% | +8.4% | -9.6% | -3.2% |
| 1Y | +10.7% | +15.7% | -5.0% | +7.0% |
| 3Y | +39.3% | -28.6% | +67.9% | +43.5% |
| 5Y | +16.4% | -19.6% | +36.0% | +16.3% |
| 10Y | +302.5% | -31.5% | +334.0% | +295.9% |
| All | +1,003.0% | +383.8% | +619.1% | +572.6% |
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