+4.3%
DT vs BMRN
+12.9%
-8.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.3% | +2.9% | -6.2% | -3.5% |
| 30D | +2.0% | +11.0% | -9.0% | +1.2% |
| 3M | +20.0% | +17.8% | +2.2% | +18.5% |
| 6M | +39.3% | +10.1% | +29.2% | +38.7% |
| YTD | +19.8% | +11.9% | +7.8% | +19.0% |
| 1Y | +4.3% | +17.2% | -13.0% | +5.2% |
| All | +4.3% | +12.9% | -8.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling