-4.4%
WAT vs BMRN
-18.8%
+14.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | -3.2% | -5.8% | +2.6% | -1.5% |
| 3M | +10.6% | +16.6% | -6.0% | +5.3% |
| 6M | +34.0% | +7.6% | +26.5% | +30.3% |
| YTD | +5.7% | +10.2% | -4.5% | +1.9% |
| 1Y | +37.1% | +20.2% | +16.9% | +27.7% |
| 3Y | +52.4% | -27.4% | +79.7% | +61.5% |
| 5Y | -4.4% | -16.0% | +11.6% | -4.0% |
| All | -4.4% | -18.8% | +14.4% | -4.0% |
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