+281.4%
WMB vs BMRN
-37.6%
+319.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +7.8% | +2.1% | +5.7% | +7.4% |
| 30D | -5.1% | +3.8% | -8.9% | -6.0% |
| 3M | -4.7% | -16.5% | +11.8% | -1.4% |
| 6M | -7.4% | +6.9% | -14.3% | -9.4% |
| YTD | +17.5% | -3.7% | +21.2% | +17.0% |
| 1Y | +19.5% | +5.6% | +13.9% | +16.0% |
| 3Y | +121.3% | -31.4% | +152.7% | +132.1% |
| 5Y | +200.5% | -30.0% | +230.5% | +202.2% |
| All | +281.4% | -37.6% | +319.0% | +252.6% |
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