+5,835.5%
DVA vs BMRN
+383.8%
+5,451.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | +2.0% | -3.8% | +5.8% | +2.5% |
| 30D | -0.4% | -6.5% | +6.1% | +0.4% |
| 3M | -7.7% | +11.2% | -18.9% | -8.9% |
| 6M | +20.0% | +5.8% | +14.2% | +18.9% |
| YTD | +61.1% | +8.4% | +52.7% | +59.1% |
| 1Y | +33.9% | +15.7% | +18.2% | +30.8% |
| 3Y | +91.5% | -28.6% | +120.1% | +96.1% |
| 5Y | +41.8% | -19.6% | +61.4% | +42.1% |
| 10Y | +187.5% | -31.5% | +219.0% | +185.4% |
| All | +5,835.5% | +383.8% | +5,451.6% | +4,013.8% |
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 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