+743.1%
SW vs BMRN
+68.7%
+674.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.4% | +3.9% |
| 7D | +12.1% | +2.0% | +10.0% | +11.9% |
| 30D | +6.6% | -0.7% | +7.3% | +6.6% |
| 3M | -6.0% | -5.9% | -0.1% | -5.7% |
| 6M | +21.5% | +3.0% | +18.5% | +21.2% |
| YTD | +20.3% | -3.9% | +24.2% | +20.5% |
| 1Y | +28.1% | +8.8% | +19.4% | +27.3% |
| 3Y | +51.6% | -28.2% | +79.8% | +52.9% |
| 5Y | -0.1% | -31.5% | +31.3% | +0.4% |
| 10Y | +189.7% | -30.3% | +220.1% | +187.3% |
| All | +743.1% | +68.7% | +674.3% | +709.0% |
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