+8.9%
DOCS vs BMRN
-28.1%
+37.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.4% | +2.9% | -4.3% | -1.9% |
| 30D | +21.8% | +11.0% | +10.8% | +19.7% |
| 3M | +27.3% | +17.8% | +9.5% | +24.1% |
| 6M | -0.3% | +10.1% | -10.4% | -1.9% |
| YTD | -40.5% | +11.9% | -52.4% | -41.6% |
| 1Y | -61.5% | +17.2% | -78.8% | -62.8% |
| All | +8.9% | -28.1% | +37.0% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling