+55.8%
DOCS vs BMRN
-29.3%
+85.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.0% |
| 7D | -1.3% | -2.4% | +1.0% | -0.9% |
| 30D | +19.4% | -0.2% | +19.6% | +19.4% |
| 3M | +53.4% | -6.3% | +59.7% | +55.1% |
| 6M | +28.8% | +5.4% | +23.3% | +28.0% |
| YTD | -25.1% | -5.6% | -19.5% | -24.4% |
| 1Y | -48.1% | +6.3% | -54.4% | -49.0% |
| All | +55.8% | -29.3% | +85.1% | +68.3% |
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