+795.3%
WFC vs BMRN
+385.5%
+409.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.7% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | +0.8% | +1.3% | -0.5% | +0.5% |
| 3M | +9.3% | +14.3% | -5.0% | +6.6% |
| 6M | +10.6% | +5.7% | +4.9% | +9.1% |
| YTD | -4.1% | +8.7% | -12.8% | -6.0% |
| 1Y | +13.6% | +14.6% | -1.1% | +9.8% |
| 3Y | +130.7% | -28.3% | +159.1% | +138.0% |
| 5Y | +126.7% | -15.7% | +142.5% | +124.9% |
| 10Y | +132.1% | -33.7% | +165.8% | +130.2% |
| All | +795.3% | +385.5% | +409.8% | +477.2% |
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