+92.1%
DOCU vs BMRN
-29.4%
+121.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -5.5% | -4.2% | -1.3% | -4.5% |
| 30D | +12.6% | +1.5% | +11.1% | +12.2% |
| 3M | +36.4% | -8.8% | +45.2% | +39.0% |
| 6M | +66.8% | +2.6% | +64.2% | +64.8% |
| YTD | +13.5% | -5.7% | +19.2% | +14.4% |
| 1Y | +11.3% | +8.1% | +3.2% | +7.7% |
| 3Y | +92.1% | -26.5% | +118.5% | +96.2% |
| All | +92.1% | -29.4% | +121.5% | +96.2% |
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 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