-38.0%
DOCS vs BMRN
-31.3%
-6.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +0.5% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | +7.8% | +4.3% | +3.4% | +6.4% |
| 3M | +20.0% | -10.4% | +30.4% | +23.4% |
| 6M | +26.5% | +5.8% | +20.7% | +23.9% |
| YTD | -25.8% | -3.8% | -22.0% | -25.6% |
| 1Y | -39.5% | +11.1% | -50.6% | -42.5% |
| 3Y | +60.3% | -31.7% | +92.0% | +75.3% |
| 5Y | -57.0% | -30.9% | -26.1% | -54.7% |
| All | -38.0% | -31.3% | -6.7% | -33.0% |
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