+137.2%
NWSA vs BMRN
-29.6%
+166.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | +3.0% | -6.5% | +9.5% | +4.5% |
| 3M | +12.3% | +18.3% | -5.9% | +7.7% |
| 6M | +21.9% | +8.9% | +13.0% | +18.7% |
| YTD | +13.6% | +10.5% | +3.0% | +10.0% |
| 1Y | +0.5% | +17.5% | -17.0% | -4.7% |
| 3Y | +43.8% | -27.7% | +71.5% | +50.2% |
| 5Y | +41.2% | -15.8% | +56.9% | +39.8% |
| All | +137.2% | -29.6% | +166.8% | +129.1% |
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