+2,699.2%
WAB vs BMRN
+383.8%
+2,315.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +0.2% | -3.8% | +4.1% | +0.9% |
| 30D | -4.6% | -6.5% | +1.9% | -3.5% |
| 3M | +5.6% | +11.2% | -5.6% | +3.4% |
| 6M | +13.8% | +5.8% | +8.0% | +12.1% |
| YTD | +31.9% | +8.4% | +23.5% | +29.1% |
| 1Y | +48.3% | +15.7% | +32.6% | +42.9% |
| 3Y | +167.1% | -28.6% | +195.7% | +175.8% |
| 5Y | +222.9% | -19.6% | +242.5% | +222.8% |
| 10Y | +289.9% | -31.5% | +321.4% | +284.0% |
| All | +2,699.2% | +383.8% | +2,315.4% | +1,846.7% |
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