+1,437.3%
WAT vs BMRN
+393.4%
+1,043.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | -1.9% | -6.5% | +4.6% | -0.6% |
| 3M | +13.5% | +18.3% | -4.7% | +9.9% |
| 6M | +37.2% | +8.9% | +28.4% | +34.5% |
| YTD | +7.5% | +10.5% | -3.0% | +5.0% |
| 1Y | +35.0% | +17.5% | +17.5% | +29.9% |
| 3Y | +55.1% | -27.7% | +82.8% | +61.6% |
| 5Y | -2.8% | -15.8% | +13.0% | -2.5% |
| 10Y | +170.2% | -30.1% | +200.3% | +167.1% |
| All | +1,437.3% | +393.4% | +1,043.9% | +999.4% |
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