+405.5%
WING vs BMRN
-47.2%
+452.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.9% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -6.0% | +1.3% | -7.3% | -6.5% |
| 3M | -23.5% | +14.3% | -37.8% | -26.3% |
| 6M | -52.0% | +5.7% | -57.7% | -53.0% |
| YTD | -53.8% | +8.7% | -62.5% | -55.2% |
| 1Y | -63.8% | +14.6% | -78.4% | -65.6% |
| 3Y | -30.8% | -28.3% | -2.4% | -27.4% |
| 5Y | -34.3% | -15.7% | -18.5% | -33.9% |
| 10Y | +352.4% | -33.7% | +386.1% | +348.1% |
| All | +405.5% | -47.2% | +452.7% | +429.8% |
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