-37.1%
DOCS vs BMRN
-31.2%
-5.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +2.6% | +2.1% | +0.4% | +1.9% |
| 30D | +11.4% | +3.8% | +7.6% | +10.2% |
| 3M | +25.4% | -16.5% | +41.9% | +32.1% |
| 6M | +42.5% | +6.9% | +35.7% | +39.3% |
| YTD | -24.7% | -3.7% | -21.0% | -24.6% |
| 1Y | -32.9% | +5.6% | -38.5% | -35.2% |
| 3Y | +39.6% | -31.4% | +71.0% | +52.3% |
| 5Y | -54.6% | -30.0% | -24.7% | -52.3% |
| All | -37.1% | -31.2% | -5.9% | -32.1% |
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