+154.5%
DPZ vs BMRN
-29.9%
+184.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -2.5% | +2.9% | -5.4% | -3.0% |
| 30D | -7.0% | +11.0% | -18.0% | -8.6% |
| 3M | +11.6% | +17.8% | -6.2% | +8.7% |
| 6M | -15.2% | +10.1% | -25.3% | -16.7% |
| YTD | -17.2% | +11.9% | -29.2% | -19.1% |
| 1Y | -24.8% | +17.2% | -42.1% | -27.3% |
| 3Y | -8.7% | -28.5% | +19.8% | -6.0% |
| 5Y | -28.9% | -21.7% | -7.2% | -28.7% |
| All | +154.5% | -29.9% | +184.4% | +147.4% |
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