-4.4%
DOC vs BMRN
-30.7%
+26.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -1.5% | +2.9% | -4.4% | -2.0% |
| 30D | -4.8% | +11.0% | -15.8% | -6.8% |
| 3M | +6.9% | +17.8% | -10.9% | +3.5% |
| 6M | +20.7% | +10.1% | +10.7% | +18.0% |
| YTD | +34.1% | +11.9% | +22.2% | +30.5% |
| 1Y | +22.6% | +17.2% | +5.4% | +17.6% |
| 3Y | +20.8% | -28.5% | +49.3% | +25.6% |
| 5Y | -24.9% | -21.7% | -3.2% | -24.5% |
| All | -4.4% | -30.7% | +26.3% | -6.2% |
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