+280.4%
SHW vs BMRN
-29.6%
+310.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | -10.0% | -6.5% | -3.5% | -8.8% |
| 3M | +2.3% | +18.3% | -16.0% | -1.5% |
| 6M | +0.7% | +8.9% | -8.2% | -1.6% |
| YTD | +0.5% | +10.5% | -10.0% | -2.3% |
| 1Y | -11.5% | +17.5% | -28.9% | -15.5% |
| 3Y | +21.3% | -27.7% | +49.0% | +26.3% |
| 5Y | +12.5% | -15.8% | +28.3% | +11.1% |
| All | +280.4% | -29.6% | +310.0% | +252.8% |
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