+179.5%
SW vs BMRN
-38.2%
+217.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.6% |
| 7D | -3.0% | +1.0% | -4.0% | -3.1% |
| 30D | +4.2% | +4.3% | -0.1% | +3.7% |
| 3M | -11.5% | -19.3% | +7.8% | -9.5% |
| 6M | +8.6% | +7.2% | +1.4% | +7.7% |
| YTD | +15.0% | -4.6% | +19.6% | +15.3% |
| 1Y | +25.7% | +2.5% | +23.2% | +24.9% |
| 3Y | +44.8% | -32.5% | +77.3% | +47.8% |
| 5Y | -1.7% | -30.6% | +28.9% | -1.5% |
| All | +179.5% | -38.2% | +217.8% | +181.2% |
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