+127.9%
WFC vs BMRN
-18.8%
+146.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.5% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +2.3% | -5.8% | +8.1% | +3.3% |
| 3M | +9.8% | +16.6% | -6.9% | +6.6% |
| 6M | +15.6% | +7.6% | +8.0% | +13.6% |
| YTD | -2.4% | +10.2% | -12.7% | -4.7% |
| 1Y | +13.8% | +20.2% | -6.4% | +8.9% |
| 3Y | +134.6% | -27.4% | +162.0% | +143.8% |
| 5Y | +127.9% | -16.0% | +143.9% | +123.5% |
| All | +127.9% | -18.8% | +146.7% | +123.5% |
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 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