+42.6%
DTE vs BMRN
-27.2%
+69.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -2.6% | -1.3% | -1.3% | -2.5% |
| 30D | -4.4% | -6.5% | +2.1% | -4.0% |
| 3M | -8.3% | +18.3% | -26.6% | -9.4% |
| 6M | -8.1% | +8.9% | -17.0% | -8.7% |
| YTD | +4.4% | +10.5% | -6.1% | +3.5% |
| 1Y | +0.2% | +17.5% | -17.3% | -1.1% |
| 3Y | +42.6% | -27.7% | +70.3% | +43.0% |
| All | +42.6% | -27.2% | +69.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling