+180.6%
DVA vs BMRN
-29.6%
+210.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | 0.0% | -6.5% | +6.5% | +1.4% |
| 3M | -10.9% | +18.3% | -29.2% | -14.1% |
| 6M | +17.3% | +8.9% | +8.4% | +14.7% |
| YTD | +59.8% | +10.5% | +49.3% | +55.6% |
| 1Y | +36.3% | +17.5% | +18.8% | +30.3% |
| 3Y | +88.6% | -27.7% | +116.3% | +96.2% |
| 5Y | +47.5% | -15.8% | +63.3% | +45.8% |
| All | +180.6% | -29.6% | +210.2% | +161.8% |
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