+228.3%
WAT vs BMRN
-37.6%
+266.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.7% |
| 7D | +0.6% | +2.1% | -1.6% | 0.0% |
| 30D | +5.4% | +3.8% | +1.6% | +4.3% |
| 3M | +11.3% | -16.5% | +27.8% | +16.6% |
| 6M | +37.4% | +6.9% | +30.5% | +34.4% |
| YTD | +21.2% | -3.7% | +24.9% | +21.4% |
| 1Y | +21.3% | +5.6% | +15.8% | +17.9% |
| 3Y | +83.4% | -31.4% | +114.8% | +96.6% |
| 5Y | +29.0% | -30.0% | +59.0% | +35.4% |
| All | +228.3% | -37.6% | +266.0% | +225.2% |
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