-56.2%
BBWI vs BMRN
-29.6%
-26.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.2% | +6.3% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | +3.5% | -6.5% | +10.0% | +5.5% |
| 3M | -0.3% | +18.3% | -18.6% | -6.2% |
| 6M | -5.4% | +8.9% | -14.3% | -8.9% |
| YTD | -4.7% | +10.5% | -15.2% | -8.9% |
| 1Y | -30.5% | +17.5% | -48.0% | -35.3% |
| 3Y | -44.3% | -27.7% | -16.6% | -41.1% |
| 5Y | -66.9% | -15.8% | -51.1% | -67.4% |
| All | -56.2% | -29.6% | -26.6% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling