+561.8%
GWW vs BMRN
-29.6%
+591.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | -1.9% | -6.5% | +4.6% | -0.8% |
| 3M | -2.4% | +18.3% | -20.7% | -5.6% |
| 6M | +15.7% | +8.9% | +6.8% | +13.4% |
| YTD | +27.6% | +10.5% | +17.1% | +24.4% |
| 1Y | +27.2% | +17.5% | +9.7% | +22.0% |
| 3Y | +89.7% | -27.7% | +117.4% | +96.2% |
| 5Y | +223.9% | -15.8% | +239.7% | +216.6% |
| All | +561.8% | -29.6% | +591.4% | +489.8% |
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 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