-1.9%
KWEB vs BMRN
-27.2%
+25.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -10.7% | -6.5% | -4.2% | -9.7% |
| 3M | -7.4% | +18.3% | -25.7% | -10.1% |
| 6M | -19.3% | +8.9% | -28.2% | -20.7% |
| YTD | -27.8% | +10.5% | -38.3% | -29.2% |
| 1Y | -35.9% | +17.5% | -53.4% | -38.2% |
| 3Y | -1.9% | -27.7% | +25.8% | +2.9% |
| All | -1.9% | -27.2% | +25.3% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling