+16.8%
DOC vs BMRN
-28.3%
+45.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.6% |
| 7D | +8.7% | +2.0% | +6.7% | +8.3% |
| 30D | +7.6% | -0.7% | +8.4% | +7.7% |
| 3M | -5.3% | -5.9% | +0.6% | -4.5% |
| 6M | +27.6% | +3.0% | +24.6% | +26.2% |
| YTD | +32.4% | -3.9% | +36.3% | +32.4% |
| 1Y | +22.9% | +8.8% | +14.1% | +19.3% |
| 3Y | +43.1% | -28.2% | +71.3% | +48.4% |
| 5Y | -21.4% | -31.5% | +10.1% | -18.9% |
| 10Y | +16.8% | -30.3% | +47.2% | +18.8% |
| All | +16.8% | -28.3% | +45.1% | +18.8% |
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