+46.2%
WM vs BMRN
-29.4%
+75.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +1.2% | -4.2% | +5.4% | +1.5% |
| 30D | +13.1% | +1.5% | +11.6% | +13.0% |
| 3M | +3.6% | -8.8% | +12.5% | +4.1% |
| 6M | +8.1% | +2.6% | +5.5% | +7.9% |
| YTD | +8.9% | -5.7% | +14.6% | +9.1% |
| 1Y | +20.3% | +8.1% | +12.2% | +19.4% |
| 3Y | +46.2% | -26.5% | +72.7% | +47.9% |
| All | +46.2% | -29.4% | +75.6% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling