+53.7%
WAT vs BMRN
-28.6%
+82.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.8% | -3.8% | +2.0% | -0.7% |
| 30D | -1.7% | -6.5% | +4.8% | +0.3% |
| 3M | +9.1% | +11.2% | -2.2% | +5.5% |
| 6M | +32.4% | +5.8% | +26.6% | +29.7% |
| YTD | +6.6% | +8.4% | -1.8% | +3.5% |
| 1Y | +34.7% | +15.7% | +19.0% | +27.5% |
| All | +53.7% | -28.6% | +82.3% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling