+2,894.9%
DXCM vs BMRN
+1,220.0%
+1,674.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | +2.9% | -6.1% | -4.2% |
| 30D | +6.3% | +11.0% | -4.7% | +2.4% |
| 3M | +21.1% | +17.8% | +3.3% | +14.2% |
| 6M | +20.6% | +10.1% | +10.5% | +15.6% |
| YTD | +32.4% | +11.9% | +20.5% | +26.0% |
| 1Y | +8.8% | +17.2% | -8.4% | +0.7% |
| 3Y | -13.7% | -28.5% | +14.7% | -7.8% |
| 5Y | -35.2% | -21.7% | -13.5% | -34.0% |
| 10Y | +281.8% | -30.5% | +312.3% | +271.5% |
| All | +2,894.9% | +1,220.0% | +1,674.8% | +1,651.3% |
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