+147.7%
WMB vs BMRN
-28.6%
+176.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | 0.0% | -3.8% | +3.8% | +0.1% |
| 30D | +4.6% | -6.5% | +11.1% | +4.8% |
| 3M | +5.7% | +11.2% | -5.5% | +5.3% |
| 6M | +4.2% | +5.8% | -1.6% | +4.1% |
| YTD | +26.8% | +8.4% | +18.5% | +26.6% |
| 1Y | +34.7% | +15.7% | +19.0% | +33.8% |
| All | +147.7% | -28.6% | +176.3% | +154.7% |
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