+4,047.0%
GWW vs BMRN
+392.1%
+3,654.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -3.1% | -1.4% | -1.8% | -3.0% |
| 30D | -2.3% | -5.8% | +3.5% | -1.6% |
| 3M | -3.3% | +16.6% | -19.9% | -5.4% |
| 6M | +15.4% | +7.6% | +7.8% | +13.9% |
| YTD | +26.7% | +10.2% | +16.5% | +24.5% |
| 1Y | +29.0% | +20.2% | +8.8% | +24.9% |
| 3Y | +89.0% | -27.4% | +116.3% | +93.0% |
| 5Y | +221.8% | -16.0% | +237.8% | +218.8% |
| 10Y | +562.7% | -30.3% | +593.0% | +550.8% |
| All | +4,047.0% | +392.1% | +3,654.9% | +2,660.7% |
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 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