+5.0%
FWONK vs BMRN
+7.6%
-2.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.4% | +7.8% |
| 7D | +15.0% | -2.4% | +17.4% | +15.1% |
| 30D | +11.5% | -0.2% | +11.7% | +11.4% |
| 3M | +10.9% | -6.3% | +17.2% | +11.2% |
| 6M | +21.9% | +5.4% | +16.5% | +22.3% |
| YTD | +8.1% | -5.6% | +13.7% | +9.0% |
| 1Y | +5.0% | +6.3% | -1.2% | +4.8% |
| All | +5.0% | +7.6% | -2.5% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling