+1,076.6%
WM vs BMRN
+399.8%
+676.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | +2.9% | -3.2% | -0.6% |
| 30D | -2.4% | +11.0% | -13.4% | -3.4% |
| 3M | +0.4% | +17.8% | -17.4% | -1.2% |
| 6M | -9.5% | +10.1% | -19.6% | -10.5% |
| YTD | +0.5% | +11.9% | -11.4% | -0.9% |
| 1Y | -1.1% | +17.2% | -18.3% | -3.1% |
| 3Y | +46.0% | -28.5% | +74.5% | +48.5% |
| 5Y | +51.8% | -21.7% | +73.5% | +51.7% |
| 10Y | +307.5% | -30.5% | +338.0% | +300.4% |
| All | +1,076.6% | +399.8% | +676.9% | +796.8% |
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