+134.2%
DTE vs BMRN
-29.6%
+163.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | -4.4% | -6.5% | +2.1% | -3.7% |
| 3M | -8.3% | +18.3% | -26.6% | -10.3% |
| 6M | -8.1% | +8.9% | -17.0% | -9.3% |
| YTD | +4.4% | +10.5% | -6.1% | +2.7% |
| 1Y | +0.2% | +17.5% | -17.3% | -2.5% |
| 3Y | +42.6% | -27.7% | +70.3% | +46.1% |
| 5Y | +31.5% | -15.8% | +47.2% | +30.1% |
| All | +134.2% | -29.6% | +163.8% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling