-27.4%
DOCN vs BMRN
-30.5%
+3.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.1% | +4.7% |
| 7D | +27.4% | +1.0% | +26.4% | +26.8% |
| 30D | -29.7% | +4.3% | -34.0% | -31.6% |
| 3M | -32.5% | -19.3% | -13.2% | -25.5% |
| 6M | -42.2% | +7.2% | -49.4% | -46.3% |
| YTD | +87.2% | -4.6% | +91.8% | +83.9% |
| 1Y | +86.2% | +2.5% | +83.7% | +72.7% |
| 3Y | +257.4% | -32.5% | +289.9% | +313.5% |
| 5Y | -27.4% | -30.6% | +3.2% | -25.3% |
| All | -27.4% | -30.5% | +3.1% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling