+1,456.3%
BWA vs BMRN
+392.1%
+1,064.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | -5.5% | -5.8% | +0.3% | -4.4% |
| 3M | -7.6% | +16.6% | -24.2% | -10.6% |
| 6M | +25.0% | +7.6% | +17.4% | +22.5% |
| YTD | +47.0% | +10.2% | +36.7% | +43.3% |
| 1Y | +54.0% | +20.2% | +33.8% | +46.9% |
| 3Y | +70.7% | -27.4% | +98.0% | +77.2% |
| 5Y | +86.7% | -16.0% | +102.7% | +86.2% |
| 10Y | +154.0% | -30.3% | +184.3% | +150.1% |
| All | +1,456.3% | +392.1% | +1,064.2% | +878.8% |
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