-21.2%
DXCM vs BMRN
-28.3%
+7.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -3.3% |
| 7D | -6.2% | -0.3% | -5.9% | -6.2% |
| 30D | -0.3% | +1.3% | -1.5% | -0.6% |
| 3M | +10.3% | +14.3% | -4.0% | +7.6% |
| 6M | +24.1% | +5.7% | +18.4% | +22.6% |
| YTD | +27.4% | +8.7% | +18.6% | +25.0% |
| 1Y | +8.4% | +14.6% | -6.3% | +5.0% |
| All | -21.2% | -28.3% | +7.1% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling