+419.2%
BMRN vs WTW
+1,102.0%
-682.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.3% | -5.7% | +4.4% | +1.2% |
| 30D | -6.5% | -7.3% | +0.8% | -3.5% |
| 3M | +18.3% | +21.5% | -3.2% | +8.3% |
| 6M | +8.9% | +9.6% | -0.7% | +3.4% |
| YTD | +10.5% | -3.3% | +13.8% | +9.8% |
| 1Y | +17.5% | -6.1% | +23.6% | +18.0% |
| 3Y | -27.7% | +61.8% | -89.6% | -43.9% |
| 5Y | -15.8% | +42.7% | -58.4% | -31.7% |
| 10Y | -30.1% | +197.2% | -227.4% | -61.2% |
| All | +419.2% | +1,102.0% | -682.8% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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