+389.9%
HWM vs BMRN
-28.8%
+418.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.9% | -7.8% | -10.3% |
| 7D | -9.2% | -0.3% | -8.8% | -9.1% |
| 30D | -17.9% | +1.3% | -19.1% | -18.0% |
| 3M | -6.0% | +14.3% | -20.3% | -7.7% |
| 6M | -7.4% | +5.7% | -13.1% | -8.3% |
| YTD | +13.1% | +8.7% | +4.3% | +11.5% |
| 1Y | +29.3% | +14.6% | +14.7% | +26.2% |
| 3Y | +389.9% | -28.3% | +418.3% | +402.1% |
| All | +389.9% | -28.8% | +418.7% | +402.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling