+395.2%
DVN vs BMRN
+393.4%
+1.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +4.5% | -1.3% | +5.8% | +4.7% |
| 30D | +12.0% | -6.5% | +18.5% | +13.0% |
| 3M | +13.4% | +18.3% | -4.9% | +10.6% |
| 6M | +12.1% | +8.9% | +3.2% | +10.2% |
| YTD | +38.8% | +10.5% | +28.3% | +36.0% |
| 1Y | +46.0% | +17.5% | +28.6% | +41.4% |
| 3Y | +9.5% | -27.7% | +37.2% | +12.2% |
| 5Y | +125.3% | -15.8% | +141.0% | +123.9% |
| 10Y | +66.6% | -30.1% | +96.8% | +67.4% |
| All | +395.2% | +393.4% | +1.8% | +314.6% |
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