+747.8%
IWD vs BMRN
+229.4%
+518.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.3% | +2.1% | +0.1% | +1.9% |
| 30D | +3.6% | +3.8% | -0.2% | +2.9% |
| 3M | +2.2% | -16.5% | +18.6% | +5.0% |
| 6M | +13.0% | +6.9% | +6.1% | +11.3% |
| YTD | +26.5% | -3.7% | +30.2% | +26.5% |
| 1Y | +30.1% | +5.6% | +24.6% | +27.8% |
| 3Y | +84.9% | -31.4% | +116.2% | +91.9% |
| 5Y | +73.4% | -30.0% | +103.3% | +77.1% |
| 10Y | +204.0% | -37.4% | +241.4% | +203.6% |
| All | +747.8% | +229.4% | +518.4% | +455.2% |
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