-42.1%
KWEB vs BMRN
-16.0%
-26.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -5.6% | -1.3% | -4.3% | -5.2% |
| 30D | -10.7% | -6.5% | -4.2% | -8.7% |
| 3M | -7.4% | +18.3% | -25.7% | -12.9% |
| 6M | -19.3% | +8.9% | -28.2% | -22.3% |
| YTD | -27.8% | +10.5% | -38.3% | -31.0% |
| 1Y | -35.9% | +17.5% | -53.4% | -40.8% |
| 3Y | -1.9% | -27.7% | +25.8% | +7.0% |
| All | -42.1% | -16.0% | -26.0% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling