+22.3%
DOC vs BMRN
-28.1%
+50.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -1.5% | +2.9% | -4.4% | -1.9% |
| 30D | -4.8% | +11.0% | -15.8% | -6.4% |
| 3M | +6.9% | +17.8% | -10.9% | +4.2% |
| 6M | +20.7% | +10.1% | +10.7% | +18.6% |
| YTD | +34.1% | +11.9% | +22.2% | +31.3% |
| 1Y | +22.6% | +17.2% | +5.4% | +18.9% |
| All | +22.3% | -28.1% | +50.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling