+3,572.6%
WCN vs BMRN
+392.1%
+3,180.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -4.4% | -1.4% | -3.0% | -4.3% |
| 30D | -4.4% | -5.8% | +1.4% | -3.9% |
| 3M | +0.5% | +16.6% | -16.2% | -1.2% |
| 6M | -3.3% | +7.6% | -10.9% | -4.3% |
| YTD | -8.5% | +10.2% | -18.7% | -9.7% |
| 1Y | -8.9% | +20.2% | -29.1% | -11.2% |
| 3Y | +18.0% | -27.4% | +45.4% | +20.1% |
| 5Y | +25.0% | -16.0% | +41.0% | +24.3% |
| 10Y | +234.7% | -30.3% | +265.1% | +229.1% |
| All | +3,572.6% | +392.1% | +3,180.5% | +2,778.8% |
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 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