-32.9%
DOCS vs BMRN
+4.1%
-37.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +2.6% | +2.1% | +0.4% | +2.2% |
| 30D | +11.4% | +3.8% | +7.6% | +10.9% |
| 3M | +25.4% | -16.5% | +41.9% | +27.5% |
| 6M | +42.5% | +6.9% | +35.7% | +44.0% |
| YTD | -24.7% | -3.7% | -21.0% | -23.6% |
| 1Y | -32.9% | +5.6% | -38.5% | -31.0% |
| All | -32.9% | +4.1% | -37.0% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling