+103.1%
DOCN vs BMRN
-25.0%
+128.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.6% |
| 7D | +19.1% | +2.1% | +17.0% | +17.9% |
| 30D | -21.0% | +3.8% | -24.8% | -22.8% |
| 3M | -34.7% | -16.5% | -18.3% | -29.3% |
| 6M | -45.8% | +6.9% | -52.6% | -49.5% |
| YTD | +79.4% | -3.7% | +83.1% | +75.5% |
| 1Y | +91.0% | +5.6% | +85.5% | +74.2% |
| 3Y | +237.5% | -31.4% | +268.8% | +286.0% |
| 5Y | -30.4% | -30.0% | -0.4% | -23.8% |
| All | +103.1% | -25.0% | +128.1% | +95.7% |
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