+105.1%
DOCN vs BMRN
-23.6%
+128.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +8.6% |
| 7D | +3.7% | +2.1% | +1.6% | +3.0% |
| 30D | -33.7% | +5.3% | -39.0% | -35.6% |
| 3M | -27.9% | -16.1% | -11.8% | -21.9% |
| 6M | -46.4% | +10.9% | -57.4% | -51.0% |
| YTD | +81.1% | -1.9% | +83.0% | +75.7% |
| 1Y | +74.3% | +6.2% | +68.1% | +59.1% |
| 3Y | +245.8% | -30.5% | +276.4% | +294.2% |
| 5Y | -23.7% | -28.4% | +4.6% | -17.3% |
| All | +105.1% | -23.6% | +128.6% | +95.9% |
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