+282.6%
WDAY vs BMRN
+56.7%
+225.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.9% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +3.7% | +1.3% | +2.4% | +3.0% |
| 3M | +29.6% | +14.3% | +15.3% | +24.1% |
| 6M | +23.3% | +5.7% | +17.6% | +20.4% |
| YTD | -13.3% | +8.7% | -22.0% | -16.3% |
| 1Y | -19.6% | +14.6% | -34.3% | -24.3% |
| 3Y | -25.7% | -28.3% | +2.7% | -20.8% |
| 5Y | -31.6% | -15.7% | -15.8% | -31.9% |
| 10Y | +109.9% | -33.7% | +143.6% | +106.7% |
| All | +282.6% | +56.7% | +225.9% | +197.4% |
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