+5,622.1%
DPZ vs BMRN
+1,196.9%
+4,425.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -2.5% | +2.9% | -5.4% | -3.1% |
| 30D | -7.0% | +11.0% | -18.0% | -9.2% |
| 3M | +11.6% | +17.8% | -6.2% | +7.6% |
| 6M | -15.2% | +10.1% | -25.3% | -17.3% |
| YTD | -17.2% | +11.9% | -29.2% | -19.8% |
| 1Y | -24.8% | +17.2% | -42.1% | -28.3% |
| 3Y | -8.7% | -28.5% | +19.8% | -5.1% |
| 5Y | -28.9% | -21.7% | -7.2% | -28.9% |
| 10Y | +153.6% | -30.5% | +184.1% | +140.8% |
| All | +5,622.1% | +1,196.9% | +4,425.2% | +2,573.3% |
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 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