-36.2%
WING vs BMRN
-18.8%
-17.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +0.2% | -1.4% | +1.6% | +0.6% |
| 30D | -0.5% | -5.8% | +5.3% | +1.4% |
| 3M | -23.9% | +16.6% | -40.5% | -28.0% |
| 6M | -48.9% | +7.6% | -56.5% | -50.6% |
| YTD | -53.3% | +10.2% | -63.6% | -55.5% |
| 1Y | -60.3% | +20.2% | -80.5% | -63.6% |
| 3Y | -30.1% | -27.4% | -2.7% | -24.7% |
| 5Y | -36.2% | -16.0% | -20.2% | -36.3% |
| All | -36.2% | -18.8% | -17.4% | -36.3% |
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 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