-69.4%
DOCU vs BMRN
-30.6%
-38.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.3% |
| 7D | +4.1% | +2.1% | +1.9% | +3.0% |
| 30D | +7.4% | +3.8% | +3.6% | +5.4% |
| 3M | +26.0% | -16.5% | +42.5% | +36.9% |
| 6M | +79.2% | +6.9% | +72.3% | +70.8% |
| YTD | +18.1% | -3.7% | +21.8% | +18.0% |
| 1Y | +20.5% | +5.6% | +15.0% | +13.5% |
| 3Y | +96.4% | -31.4% | +127.8% | +120.1% |
| All | -69.4% | -30.6% | -38.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling