+1,474.6%
HWM vs BMRN
-37.6%
+1,512.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.3% |
| 7D | +7.3% | +2.1% | +5.2% | +6.7% |
| 30D | +1.6% | +3.8% | -2.2% | +0.4% |
| 3M | -21.9% | -16.5% | -5.4% | -18.4% |
| 6M | -19.0% | +6.9% | -25.9% | -21.2% |
| YTD | +7.9% | -3.7% | +11.6% | +7.7% |
| 1Y | +9.9% | +5.6% | +4.4% | +6.4% |
| 3Y | +342.1% | -31.4% | +373.5% | +370.1% |
| 5Y | +600.8% | -30.0% | +630.8% | +618.6% |
| All | +1,474.6% | -37.6% | +1,512.2% | +1,357.6% |
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