+95.7%
DOCU vs BMRN
-30.7%
+126.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.6% |
| 7D | -4.8% | -0.5% | -4.3% | -4.6% |
| 30D | +9.4% | +4.3% | +5.0% | +7.5% |
| 3M | +29.0% | -10.4% | +39.4% | +34.0% |
| 6M | +62.3% | +5.8% | +56.5% | +57.0% |
| YTD | +13.7% | -3.8% | +17.5% | +13.8% |
| 1Y | +11.5% | +11.1% | +0.4% | +4.3% |
| 3Y | +94.2% | -31.7% | +125.9% | +114.1% |
| 5Y | -71.7% | -30.9% | -40.8% | -68.8% |
| All | +95.7% | -30.7% | +126.4% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling