+967.2%
AWK vs BMRN
+95.0%
+872.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.1% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +4.4% | +1.3% | +3.2% | +4.2% |
| 3M | +15.4% | +14.3% | +1.1% | +13.5% |
| 6M | +3.5% | +5.7% | -2.2% | +2.5% |
| YTD | +9.8% | +8.7% | +1.1% | +8.3% |
| 1Y | +3.0% | +14.6% | -11.6% | +0.6% |
| 3Y | +9.7% | -28.3% | +38.0% | +12.1% |
| 5Y | -17.2% | -15.7% | -1.4% | -17.7% |
| 10Y | +126.1% | -33.7% | +159.7% | +122.1% |
| All | +967.2% | +95.0% | +872.3% | +680.8% |
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