+110.9%
DT vs BMRN
-18.6%
+129.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.1% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | +2.7% | +1.3% | +1.4% | +2.1% |
| 3M | +20.0% | +14.3% | +5.7% | +14.1% |
| 6M | +28.0% | +5.7% | +22.3% | +24.3% |
| YTD | +16.0% | +8.7% | +7.3% | +11.2% |
| 1Y | +0.7% | +14.6% | -13.9% | -6.1% |
| 3Y | +6.2% | -28.3% | +34.5% | +13.7% |
| 5Y | -28.1% | -15.7% | -12.4% | -29.1% |
| All | +110.9% | -18.6% | +129.5% | +91.4% |
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