+64.6%
DRI vs BMRN
-18.8%
+83.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | -4.8% | -1.4% | -3.4% | -4.6% |
| 30D | -5.2% | -5.8% | +0.6% | -4.2% |
| 3M | +2.7% | +16.6% | -13.9% | -0.3% |
| 6M | +3.6% | +7.6% | -4.0% | +1.9% |
| YTD | +15.4% | +10.2% | +5.2% | +12.7% |
| 1Y | +1.3% | +20.2% | -18.9% | -3.5% |
| 3Y | +53.1% | -27.4% | +80.5% | +60.9% |
| 5Y | +64.6% | -16.0% | +80.5% | +62.6% |
| All | +64.6% | -18.8% | +83.3% | +62.6% |
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