+124.0%
DPZ vs BMRN
-32.2%
+156.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +6.6% | -4.2% | +10.8% | +7.3% |
| 30D | +10.3% | +1.5% | +8.8% | +10.0% |
| 3M | -6.2% | -8.8% | +2.7% | -5.0% |
| 6M | +4.2% | +2.6% | +1.6% | +3.5% |
| YTD | -18.4% | -5.7% | -12.7% | -18.1% |
| 1Y | -14.9% | +8.1% | -23.0% | -16.7% |
| 3Y | -4.6% | -26.5% | +21.9% | -2.2% |
| 5Y | -27.4% | -33.2% | +5.8% | -25.3% |
| All | +124.0% | -32.2% | +156.2% | +118.5% |
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