+417.4%
WDC vs BMRN
+12.9%
+404.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.9% |
| 7D | +1.7% | +2.9% | -1.1% | +2.0% |
| 30D | -10.0% | +11.0% | -21.0% | -9.4% |
| 3M | -18.8% | +17.8% | -36.6% | -18.9% |
| 6M | +79.0% | +10.1% | +68.9% | +80.5% |
| YTD | +171.6% | +11.9% | +159.6% | +172.1% |
| 1Y | +417.4% | +17.2% | +400.2% | +415.5% |
| All | +417.4% | +12.9% | +404.5% | +415.5% |
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