-13.5%
WDAY vs BMRN
+8.7%
-22.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.7% | +1.3% |
| 7D | -1.2% | +2.0% | -3.3% | -1.8% |
| 30D | +6.8% | -0.7% | +7.5% | +6.9% |
| 3M | +17.8% | -5.9% | +23.8% | +18.7% |
| 6M | +57.8% | +3.0% | +54.8% | +56.8% |
| YTD | -6.0% | -3.9% | -2.2% | -6.0% |
| 1Y | -13.5% | +8.8% | -22.3% | -15.3% |
| All | -13.5% | +8.7% | -22.2% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling