+72.6%
BWA vs BMRN
-27.2%
+99.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | -2.9% | -6.5% | +3.6% | -1.6% |
| 3M | -10.7% | +18.3% | -29.0% | -14.1% |
| 6M | +26.5% | +8.9% | +17.6% | +23.6% |
| YTD | +49.1% | +10.5% | +38.6% | +45.0% |
| 1Y | +52.1% | +17.5% | +34.6% | +45.1% |
| 3Y | +72.6% | -27.7% | +100.3% | +88.7% |
| All | +72.6% | -27.2% | +99.8% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling