+5,525.0%
DPZ vs BMRN
+1,005.3%
+4,519.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.0% |
| 7D | -2.5% | +1.0% | -3.5% | -2.7% |
| 30D | +12.5% | +4.3% | +8.3% | +11.5% |
| 3M | -5.2% | -19.3% | +14.1% | -1.0% |
| 6M | +8.8% | +7.2% | +1.5% | +6.6% |
| YTD | -18.7% | -4.6% | -14.1% | -18.5% |
| 1Y | -15.7% | +2.5% | -18.2% | -17.2% |
| 3Y | -7.5% | -32.5% | +25.0% | -2.5% |
| 5Y | -30.1% | -30.6% | +0.5% | -28.1% |
| 10Y | +135.3% | -38.0% | +173.3% | +129.0% |
| All | +5,525.0% | +1,005.3% | +4,519.7% | +2,615.4% |
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 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