+1,941.9%
WEC vs BMRN
+385.5%
+1,556.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.2% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | +1.3% | -0.9% | +0.2% |
| 3M | -2.9% | +14.3% | -17.2% | -3.7% |
| 6M | -5.9% | +5.7% | -11.7% | -6.3% |
| YTD | +4.1% | +8.7% | -4.6% | +3.5% |
| 1Y | +3.1% | +14.6% | -11.5% | +2.0% |
| 3Y | +40.8% | -28.3% | +69.1% | +42.1% |
| 5Y | +31.7% | -15.7% | +47.4% | +31.2% |
| 10Y | +141.1% | -33.7% | +174.8% | +138.9% |
| All | +1,941.9% | +385.5% | +1,556.4% | +1,612.3% |
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