-30.1%
DPZ vs BMRN
-30.5%
+0.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.9% |
| 7D | -2.5% | +1.0% | -3.5% | -2.7% |
| 30D | +12.5% | +4.3% | +8.3% | +11.7% |
| 3M | -5.2% | -19.3% | +14.1% | -1.8% |
| 6M | +8.8% | +7.2% | +1.5% | +7.1% |
| YTD | -18.7% | -4.6% | -14.1% | -18.5% |
| 1Y | -15.7% | +2.5% | -18.2% | -16.8% |
| 3Y | -7.5% | -32.5% | +25.0% | -3.3% |
| 5Y | -30.1% | -30.6% | +0.5% | -29.3% |
| All | -30.1% | -30.5% | +0.4% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling