+72.2%
DOCU vs BMRN
-19.3%
+91.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +6.9% | +2.9% | +4.0% | +5.7% |
| 30D | +19.0% | +11.0% | +7.9% | +13.7% |
| 3M | +34.3% | +17.8% | +16.5% | +25.5% |
| 6M | +48.0% | +10.1% | +37.9% | +41.1% |
| YTD | 0.0% | +11.9% | -11.9% | -5.5% |
| 1Y | -10.3% | +17.2% | -27.5% | -17.6% |
| 3Y | +32.4% | -28.5% | +60.9% | +43.5% |
| 5Y | -77.9% | -21.7% | -56.3% | -76.9% |
| All | +72.2% | -19.3% | +91.5% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling