+198.1%
IWD vs BMRN
-29.6%
+227.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | -0.8% | -6.5% | +5.6% | +0.5% |
| 3M | +6.9% | +18.3% | -11.3% | +3.1% |
| 6M | +18.3% | +8.9% | +9.4% | +15.6% |
| YTD | +22.4% | +10.5% | +11.8% | +19.0% |
| 1Y | +27.4% | +17.5% | +9.9% | +21.7% |
| 3Y | +71.2% | -27.7% | +98.9% | +77.9% |
| 5Y | +75.7% | -15.8% | +91.5% | +72.9% |
| All | +198.1% | -29.6% | +227.7% | +181.4% |
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