+292.2%
WAB vs BMRN
-29.6%
+321.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | -4.1% | -6.5% | +2.4% | -2.7% |
| 3M | +8.2% | +18.3% | -10.1% | +3.7% |
| 6M | +15.4% | +8.9% | +6.5% | +12.4% |
| YTD | +33.1% | +10.5% | +22.6% | +29.0% |
| 1Y | +48.1% | +17.5% | +30.6% | +40.5% |
| 3Y | +167.7% | -27.7% | +195.4% | +179.0% |
| 5Y | +225.7% | -15.8% | +241.5% | +219.5% |
| All | +292.2% | -29.6% | +321.9% | +252.2% |
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