+916.1%
WDC vs BMRN
-16.0%
+932.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.0% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | -1.5% | -6.5% | +5.0% | -0.2% |
| 3M | -15.5% | +18.3% | -33.7% | -20.0% |
| 6M | +66.5% | +8.9% | +57.6% | +60.6% |
| YTD | +159.9% | +10.5% | +149.3% | +149.1% |
| 1Y | +366.0% | +17.5% | +348.5% | +336.0% |
| 3Y | +1,285.8% | -27.7% | +1,313.5% | +1,377.1% |
| All | +916.1% | -16.0% | +932.1% | +884.8% |
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 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