+2,739.2%
DXCM vs BMRN
+1,035.5%
+1,703.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | +4.9% | +2.1% | +2.8% | +4.1% |
| 30D | -0.2% | +3.8% | -4.0% | -1.4% |
| 3M | -8.9% | -16.5% | +7.6% | -3.2% |
| 6M | +42.3% | +6.9% | +35.4% | +38.0% |
| YTD | +25.6% | -3.7% | +29.3% | +25.7% |
| 1Y | +39.5% | +5.6% | +34.0% | +34.2% |
| 3Y | -15.3% | -31.4% | +16.1% | -7.8% |
| 5Y | -48.4% | -30.0% | -18.5% | -45.3% |
| 10Y | +411.4% | -37.4% | +448.8% | +417.0% |
| All | +2,739.2% | +1,035.5% | +1,703.7% | +1,648.1% |
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