+310.4%
WM vs BMRN
-33.1%
+343.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.2% | -3.8% | +2.6% | -0.7% |
| 30D | -4.5% | -6.5% | +2.0% | -3.8% |
| 3M | -2.2% | +11.2% | -13.4% | -3.5% |
| 6M | -11.5% | +5.8% | -17.3% | -12.3% |
| YTD | -0.7% | +8.4% | -9.0% | -2.0% |
| 1Y | +0.3% | +15.7% | -15.3% | -2.1% |
| 3Y | +44.2% | -28.6% | +72.8% | +47.8% |
| 5Y | +51.6% | -19.6% | +71.2% | +50.6% |
| 10Y | +310.4% | -31.5% | +341.9% | +292.1% |
| All | +310.4% | -33.1% | +343.5% | +292.1% |
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