+142.0%
WEC vs BMRN
-29.6%
+171.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.6% | -1.3% | +0.7% | -0.5% |
| 30D | -2.6% | -6.5% | +3.9% | -2.2% |
| 3M | -6.0% | +18.3% | -24.3% | -7.3% |
| 6M | -5.4% | +8.9% | -14.3% | -6.2% |
| YTD | +2.5% | +10.5% | -8.0% | +1.4% |
| 1Y | -0.7% | +17.5% | -18.2% | -2.3% |
| 3Y | +38.7% | -27.7% | +66.4% | +40.8% |
| 5Y | +31.7% | -15.8% | +47.4% | +31.0% |
| All | +142.0% | -29.6% | +171.7% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling