-37.3%
DOCS vs BMRN
-29.9%
-7.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.8% |
| 7D | -4.2% | +2.1% | -6.3% | -4.7% |
| 30D | +8.6% | +5.3% | +3.3% | +7.0% |
| 3M | +27.2% | -16.1% | +43.4% | +33.8% |
| 6M | +26.5% | +10.9% | +15.6% | +22.2% |
| YTD | -25.0% | -1.9% | -23.1% | -25.3% |
| 1Y | -37.0% | +6.2% | -43.2% | -39.2% |
| 3Y | +39.4% | -30.5% | +69.9% | +51.7% |
| 5Y | -56.7% | -28.4% | -28.3% | -54.7% |
| All | -37.3% | -29.9% | -7.4% | -32.7% |
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