+1,547.2%
HWM vs BMRN
-18.4%
+1,565.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.5% |
| 7D | -12.5% | -1.4% | -11.1% | -12.1% |
| 30D | -19.0% | -5.8% | -13.2% | -17.8% |
| 3M | -8.6% | +16.6% | -25.2% | -12.6% |
| 6M | -10.2% | +7.6% | -17.7% | -12.4% |
| YTD | +11.3% | +10.2% | +1.1% | +7.5% |
| 1Y | +24.3% | +20.2% | +4.1% | +16.4% |
| 3Y | +382.3% | -27.4% | +409.6% | +405.7% |
| 5Y | +640.6% | -16.0% | +656.6% | +623.5% |
| All | +1,547.2% | -18.4% | +1,565.6% | +1,363.2% |
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