+147.8%
SW vs BMRN
-30.7%
+178.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | +2.9% | -8.0% | -5.4% |
| 30D | -4.6% | +11.0% | -15.6% | -5.7% |
| 3M | +9.4% | +17.8% | -8.4% | +7.6% |
| 6M | +3.5% | +10.1% | -6.6% | +2.3% |
| YTD | +22.0% | +11.9% | +10.1% | +20.4% |
| 1Y | +2.2% | +17.2% | -15.0% | +0.2% |
| 3Y | +19.6% | -28.5% | +48.1% | +20.8% |
| 5Y | -2.3% | -21.7% | +19.3% | -3.4% |
| All | +147.8% | -30.7% | +178.5% | +127.3% |
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