-30.8%
WDAY vs BMRN
-18.8%
-12.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | -10.5% | -1.4% | -9.2% | -10.1% |
| 30D | +2.1% | -5.8% | +7.9% | +3.9% |
| 3M | +34.6% | +16.6% | +18.0% | +28.1% |
| 6M | +29.9% | +7.6% | +22.3% | +26.1% |
| YTD | -13.8% | +10.2% | -24.1% | -17.2% |
| 1Y | -18.3% | +20.2% | -38.5% | -24.3% |
| 3Y | -26.2% | -27.4% | +1.2% | -21.1% |
| 5Y | -30.8% | -16.0% | -14.8% | -30.7% |
| All | -30.8% | -18.8% | -12.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling