+222.3%
WAB vs BMRN
-18.8%
+241.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | -5.9% | -5.8% | -0.1% | -4.9% |
| 3M | +9.4% | +16.6% | -7.3% | +6.0% |
| 6M | +13.8% | +7.6% | +6.3% | +11.8% |
| YTD | +31.8% | +10.2% | +21.5% | +28.6% |
| 1Y | +48.5% | +20.2% | +28.3% | +41.8% |
| 3Y | +167.0% | -27.4% | +194.3% | +177.1% |
| 5Y | +222.3% | -16.0% | +238.3% | +212.6% |
| All | +222.3% | -18.8% | +241.1% | +212.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling