+325.0%
WM vs BMRN
-38.4%
+363.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +13.3% | +4.3% | +9.0% | +12.7% |
| 3M | +4.4% | -10.4% | +14.8% | +5.6% |
| 6M | +10.8% | +5.8% | +5.1% | +9.8% |
| YTD | +9.1% | -3.8% | +12.9% | +9.1% |
| 1Y | +19.1% | +11.1% | +8.0% | +16.7% |
| 3Y | +45.7% | -31.7% | +77.4% | +50.1% |
| 5Y | +60.4% | -30.9% | +91.3% | +62.6% |
| All | +325.0% | -38.4% | +363.4% | +310.1% |
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