-50.3%
DOCS vs BMRN
-20.1%
-30.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.4% | +2.9% | -4.3% | -2.2% |
| 30D | +21.8% | +11.0% | +10.8% | +18.0% |
| 3M | +27.3% | +17.8% | +9.5% | +21.3% |
| 6M | -0.3% | +10.1% | -10.4% | -3.7% |
| YTD | -40.5% | +11.9% | -52.4% | -42.9% |
| 1Y | -61.5% | +17.2% | -78.8% | -64.0% |
| 3Y | +8.2% | -28.5% | +36.7% | +18.2% |
| 5Y | -73.4% | -21.7% | -51.7% | -74.2% |
| All | -50.3% | -20.1% | -30.2% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling