+164.6%
DOCN vs BMRN
-12.8%
+177.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.7% |
| 7D | +1.1% | +2.9% | -1.7% | -0.4% |
| 30D | -9.6% | +11.0% | -20.7% | -14.8% |
| 3M | -37.7% | +17.8% | -55.5% | -43.7% |
| 6M | +115.2% | +10.1% | +105.1% | +99.6% |
| YTD | +133.7% | +11.9% | +121.8% | +113.6% |
| 1Y | +250.2% | +17.2% | +232.9% | +206.5% |
| 3Y | +320.3% | -28.5% | +348.8% | +381.4% |
| 5Y | +53.1% | -21.7% | +74.8% | +63.5% |
| All | +164.6% | -12.8% | +177.4% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling