+40.9%
DUK vs BMRN
-16.0%
+57.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | -2.4% | -6.5% | +4.0% | -2.1% |
| 3M | -3.0% | +18.3% | -21.3% | -4.1% |
| 6M | -6.6% | +8.9% | -15.4% | -7.2% |
| YTD | +4.6% | +10.5% | -6.0% | +3.7% |
| 1Y | +1.2% | +17.5% | -16.2% | -0.1% |
| 3Y | +45.7% | -27.7% | +73.4% | +48.6% |
| All | +40.9% | -16.0% | +57.0% | +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 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