-39.3%
DXCM vs BMRN
-18.1%
-21.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -6.5% | -3.8% | -2.7% | -5.3% |
| 30D | -4.3% | -6.5% | +2.2% | -2.4% |
| 3M | +7.3% | +11.2% | -3.9% | +3.7% |
| 6M | +22.0% | +5.8% | +16.2% | +19.3% |
| YTD | +26.4% | +8.4% | +18.0% | +22.3% |
| 1Y | +7.0% | +15.7% | -8.7% | +0.4% |
| 3Y | -19.6% | -28.6% | +9.0% | -11.5% |
| 5Y | -39.3% | -19.6% | -19.7% | -37.4% |
| All | -39.3% | -18.1% | -21.2% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling