+640.6%
HWM vs BMRN
-18.8%
+659.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.4% |
| 7D | -12.5% | -1.4% | -11.1% | -12.2% |
| 30D | -19.0% | -5.8% | -13.2% | -18.1% |
| 3M | -8.6% | +16.6% | -25.2% | -11.6% |
| 6M | -10.2% | +7.6% | -17.7% | -11.8% |
| YTD | +11.3% | +10.2% | +1.1% | +8.6% |
| 1Y | +24.3% | +20.2% | +4.1% | +18.4% |
| 3Y | +382.3% | -27.4% | +409.6% | +403.6% |
| 5Y | +640.6% | -16.0% | +656.6% | +624.3% |
| All | +640.6% | -18.8% | +659.4% | +624.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling