+755.0%
SW vs BMRN
+96.5%
+658.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -5.1% | +2.9% | -8.0% | -5.3% |
| 30D | -4.6% | +11.0% | -15.6% | -5.2% |
| 3M | +9.4% | +17.8% | -8.4% | +8.3% |
| 6M | +3.5% | +10.1% | -6.6% | +2.8% |
| YTD | +22.0% | +11.9% | +10.1% | +21.1% |
| 1Y | +2.2% | +17.2% | -15.0% | +1.1% |
| 3Y | +19.6% | -28.5% | +48.1% | +20.4% |
| 5Y | -2.3% | -21.7% | +19.3% | -2.7% |
| 10Y | +181.4% | -30.5% | +211.9% | +177.5% |
| All | +755.0% | +96.5% | +658.5% | +713.1% |
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