+530.2%
WCC vs BMRN
-29.6%
+559.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.5% | +3.6% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | -2.1% | -6.5% | +4.4% | -0.2% |
| 3M | +3.8% | +18.3% | -14.4% | -2.3% |
| 6M | +35.0% | +8.9% | +26.1% | +29.8% |
| YTD | +46.4% | +10.5% | +35.8% | +39.5% |
| 1Y | +63.0% | +17.5% | +45.5% | +51.1% |
| 3Y | +133.9% | -27.7% | +161.7% | +149.1% |
| 5Y | +226.5% | -15.8% | +242.3% | +223.5% |
| All | +530.2% | -29.6% | +559.8% | +480.8% |
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 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