+295.4%
WMB vs BMRN
-29.8%
+325.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.5% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | +0.7% | -5.8% | +6.5% | +1.9% |
| 3M | +1.5% | +16.6% | -15.1% | -2.0% |
| 6M | +0.1% | +7.6% | -7.5% | -2.1% |
| YTD | +22.9% | +10.2% | +12.7% | +19.3% |
| 1Y | +27.9% | +20.2% | +7.7% | +21.0% |
| 3Y | +139.1% | -27.4% | +166.5% | +148.6% |
| 5Y | +270.9% | -16.0% | +286.9% | +257.5% |
| All | +295.4% | -29.8% | +325.2% | +267.0% |
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 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