+14.5%
DOC vs BMRN
-32.2%
+46.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +6.5% | -4.2% | +10.7% | +7.3% |
| 30D | +9.2% | +1.5% | +7.7% | +8.8% |
| 3M | -2.5% | -8.8% | +6.3% | -1.1% |
| 6M | +7.1% | +2.6% | +4.5% | +6.0% |
| YTD | +33.0% | -5.7% | +38.7% | +33.4% |
| 1Y | +23.3% | +8.1% | +15.2% | +19.9% |
| 3Y | +44.9% | -26.5% | +71.4% | +49.6% |
| 5Y | -21.6% | -33.2% | +11.6% | -18.8% |
| All | +14.5% | -32.2% | +46.7% | +16.6% |
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