+47.9%
SW vs BMRN
-29.4%
+77.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +2.3% | -4.2% | +6.6% | +3.0% |
| 30D | +6.8% | +1.5% | +5.3% | +6.5% |
| 3M | -5.2% | -8.8% | +3.6% | -3.9% |
| 6M | +7.4% | +2.6% | +4.8% | +6.9% |
| YTD | +17.4% | -5.7% | +23.1% | +18.1% |
| 1Y | +27.1% | +8.1% | +19.0% | +25.2% |
| 3Y | +47.9% | -26.5% | +74.4% | +48.9% |
| All | +47.9% | -29.4% | +77.3% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling