+94.9%
DOCU vs BMRN
-29.9%
+124.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.7% |
| 7D | -0.4% | +2.1% | -2.5% | -1.0% |
| 30D | +12.9% | +5.3% | +7.6% | +11.4% |
| 3M | +35.1% | -16.1% | +51.2% | +40.8% |
| 6M | +76.2% | +10.9% | +65.3% | +70.5% |
| YTD | +17.2% | -1.9% | +19.0% | +16.9% |
| 1Y | +16.4% | +6.2% | +10.2% | +13.3% |
| All | +94.9% | -29.9% | +124.8% | +103.9% |
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