+1,773.8%
HWM vs BMRN
-17.1%
+1,791.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.1% | +2.9% | -5.0% | -2.9% |
| 30D | -11.0% | +11.0% | -22.0% | -13.6% |
| 3M | +4.0% | +17.8% | -13.8% | -0.8% |
| 6M | -0.2% | +10.1% | -10.3% | -3.4% |
| YTD | +26.7% | +11.9% | +14.7% | +21.7% |
| 1Y | +44.7% | +17.2% | +27.5% | +36.4% |
| 3Y | +426.1% | -28.5% | +454.6% | +454.5% |
| 5Y | +738.5% | -21.7% | +760.2% | +736.2% |
| All | +1,773.8% | -17.1% | +1,791.0% | +1,556.8% |
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