+145.0%
WFC vs BMRN
-29.6%
+174.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +0.4% | -1.3% | +1.6% | +0.7% |
| 30D | +1.5% | -6.5% | +8.0% | +3.1% |
| 3M | +10.2% | +18.3% | -8.1% | +5.7% |
| 6M | +18.8% | +8.9% | +9.9% | +15.7% |
| YTD | -1.5% | +10.5% | -12.0% | -4.6% |
| 1Y | +13.5% | +17.5% | -3.9% | +7.7% |
| 3Y | +135.0% | -27.7% | +162.7% | +145.5% |
| 5Y | +130.1% | -15.8% | +145.8% | +125.5% |
| All | +145.0% | -29.6% | +174.6% | +130.4% |
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 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