+166.1%
WAT vs BMRN
-29.6%
+195.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | -1.9% | -6.5% | +4.6% | -0.1% |
| 3M | +13.5% | +18.3% | -4.7% | +8.4% |
| 6M | +37.2% | +8.9% | +28.4% | +33.4% |
| YTD | +7.5% | +10.5% | -3.0% | +4.0% |
| 1Y | +35.0% | +17.5% | +17.5% | +27.7% |
| 3Y | +55.1% | -27.7% | +82.8% | +63.5% |
| 5Y | -2.8% | -15.8% | +13.0% | -2.8% |
| All | +166.1% | -29.6% | +195.7% | +154.1% |
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