+5,035.8%
SHW vs BMRN
+385.5%
+4,650.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.9% |
| 7D | -1.2% | -0.3% | -0.8% | -1.1% |
| 30D | -11.6% | +1.3% | -12.9% | -11.8% |
| 3M | +9.1% | +14.3% | -5.2% | +7.3% |
| 6M | -0.7% | +5.7% | -6.4% | -1.6% |
| YTD | +1.4% | +8.7% | -7.4% | 0.0% |
| 1Y | -12.3% | +14.6% | -26.9% | -14.3% |
| 3Y | +23.4% | -28.3% | +51.7% | +26.3% |
| 5Y | +15.0% | -15.7% | +30.7% | +14.7% |
| 10Y | +278.3% | -33.7% | +311.9% | +276.7% |
| All | +5,035.8% | +385.5% | +4,650.3% | +3,872.6% |
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