+0.2%
WM vs BMRN
+18.4%
-18.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | -5.3% | -5.8% | +0.5% | -5.2% |
| 3M | -4.2% | +16.6% | -20.9% | -4.3% |
| 6M | -8.1% | +7.6% | -15.6% | -8.2% |
| YTD | -1.4% | +10.2% | -11.7% | -1.6% |
| 1Y | +0.2% | +20.2% | -20.0% | +1.0% |
| All | +0.2% | +18.4% | -18.2% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling