-54.2%
DOCS vs BMRN
-33.2%
-21.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -0.8% | -4.2% | +3.5% | +0.6% |
| 30D | +17.4% | +1.5% | +15.9% | +16.9% |
| 3M | +57.4% | -8.8% | +66.2% | +61.5% |
| 6M | +26.5% | +2.6% | +23.9% | +25.0% |
| YTD | -26.6% | -5.7% | -20.9% | -26.0% |
| 1Y | -48.1% | +8.1% | -56.1% | -50.3% |
| 3Y | +52.6% | -26.5% | +79.1% | +60.4% |
| All | -54.2% | -33.2% | -21.0% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling