+263.3%
DXCM vs BMRN
-29.8%
+293.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.2% |
| 7D | -5.8% | -1.4% | -4.4% | -5.3% |
| 30D | -5.6% | -5.8% | +0.2% | -3.8% |
| 3M | +13.0% | +16.6% | -3.6% | +7.2% |
| 6M | +24.7% | +7.6% | +17.1% | +20.8% |
| YTD | +27.3% | +10.2% | +17.1% | +22.1% |
| 1Y | +11.2% | +20.2% | -9.0% | +2.3% |
| 3Y | -19.0% | -27.4% | +8.4% | -13.3% |
| 5Y | -38.5% | -16.0% | -22.5% | -38.4% |
| All | +263.3% | -29.8% | +293.1% | +241.9% |
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