+1,139.2%
ITW vs BMRN
+392.1%
+747.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | -9.5% | -5.8% | -3.7% | -8.8% |
| 3M | +6.6% | +16.6% | -10.0% | +4.3% |
| 6M | -1.8% | +7.6% | -9.3% | -3.1% |
| YTD | +9.0% | +10.2% | -1.2% | +7.1% |
| 1Y | +3.6% | +20.2% | -16.6% | +0.2% |
| 3Y | +19.4% | -27.4% | +46.8% | +22.2% |
| 5Y | +36.4% | -16.0% | +52.4% | +35.5% |
| 10Y | +190.0% | -30.3% | +220.3% | +186.0% |
| All | +1,139.2% | +392.1% | +747.1% | +753.2% |
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 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