+20.4%
KWEB vs BMRN
+1.6%
+18.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | -7.4% | +18.3% | -25.7% | -12.2% |
| 6M | -19.3% | +8.9% | -28.2% | -22.0% |
| YTD | -27.8% | +10.5% | -38.3% | -30.7% |
| 1Y | -35.9% | +17.5% | -53.4% | -40.2% |
| 3Y | -1.9% | -27.7% | +25.8% | +3.6% |
| 5Y | -43.2% | -15.8% | -27.4% | -42.9% |
| 10Y | -21.2% | -30.1% | +9.0% | -22.5% |
| All | +20.4% | +1.6% | +18.8% | -0.4% |
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 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