-11.0%
DUOL vs BMRN
-27.2%
+16.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -7.0% | -1.3% | -5.7% | -6.7% |
| 30D | +6.7% | -6.5% | +13.2% | +8.1% |
| 3M | +16.0% | +18.3% | -2.2% | +12.7% |
| 6M | +45.4% | +8.9% | +36.5% | +42.9% |
| YTD | -18.1% | +10.5% | -28.6% | -19.9% |
| 1Y | -53.6% | +17.5% | -71.0% | -55.3% |
| 3Y | -11.0% | -27.7% | +16.7% | -8.5% |
| All | -11.0% | -27.2% | +16.2% | -8.5% |
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