+63.8%
DOCU vs BMRN
-21.6%
+85.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +8.0% | +1.3% | +6.7% | +7.1% |
| 3M | +41.0% | +14.3% | +26.7% | +33.4% |
| 6M | +33.7% | +5.7% | +27.9% | +29.5% |
| YTD | -4.9% | +8.7% | -13.6% | -9.1% |
| 1Y | -20.4% | +14.6% | -35.0% | -26.2% |
| 3Y | +29.6% | -28.3% | +58.0% | +40.2% |
| 5Y | -76.9% | -15.7% | -61.2% | -76.3% |
| All | +63.8% | -21.6% | +85.4% | +72.7% |
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 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