+297.5%
WBD vs BMRN
+780.5%
-483.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | +4.2% | -5.8% | +10.0% | +5.7% |
| 3M | +7.5% | +16.6% | -9.1% | +3.1% |
| 6M | +1.6% | +7.6% | -6.0% | -1.1% |
| YTD | -2.2% | +10.2% | -12.4% | -5.6% |
| 1Y | +124.9% | +20.2% | +104.7% | +110.9% |
| 3Y | +149.1% | -27.4% | +176.5% | +161.2% |
| 5Y | +7.8% | -16.0% | +23.8% | +8.9% |
| 10Y | +14.9% | -30.3% | +45.2% | +12.0% |
| All | +297.5% | +780.5% | -483.0% | +113.4% |
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