+3.7%
DUOL vs BMRN
-17.7%
+21.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.5% | -4.8% |
| 7D | -11.8% | -3.8% | -8.0% | -10.5% |
| 30D | +1.5% | -6.5% | +8.0% | +3.9% |
| 3M | +18.1% | +11.2% | +6.9% | +13.8% |
| 6M | +38.7% | +5.8% | +32.9% | +35.2% |
| YTD | -20.7% | +8.4% | -29.0% | -23.7% |
| 1Y | -49.1% | +15.7% | -64.7% | -52.6% |
| 3Y | -11.0% | -28.6% | +17.5% | -3.0% |
| 5Y | -18.0% | -19.6% | +1.6% | -16.1% |
| All | +3.7% | -17.7% | +21.4% | +5.0% |
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 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