+200.8%
WMB vs BMRN
-30.6%
+231.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +7.8% | +2.1% | +5.7% | +7.7% |
| 30D | -5.1% | +3.8% | -8.9% | -5.3% |
| 3M | -4.7% | -16.5% | +11.8% | -3.7% |
| 6M | -7.4% | +6.9% | -14.3% | -8.0% |
| YTD | +17.5% | -3.7% | +21.2% | +17.5% |
| 1Y | +19.5% | +5.6% | +13.9% | +18.4% |
| 3Y | +121.3% | -31.4% | +152.7% | +125.6% |
| All | +200.8% | -30.6% | +231.4% | +204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling