+569.0%
WMB vs BMRN
+399.8%
+169.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | +2.9% | -2.3% | +0.1% |
| 30D | +3.3% | +11.0% | -7.8% | +1.2% |
| 3M | +3.1% | +17.8% | -14.7% | 0.0% |
| 6M | -0.7% | +10.1% | -10.8% | -3.0% |
| YTD | +25.2% | +11.9% | +13.2% | +21.7% |
| 1Y | +32.9% | +17.2% | +15.6% | +27.5% |
| 3Y | +140.6% | -28.5% | +169.0% | +147.6% |
| 5Y | +273.5% | -21.7% | +295.1% | +270.8% |
| 10Y | +334.2% | -30.5% | +364.7% | +324.2% |
| All | +569.0% | +399.8% | +169.2% | +370.2% |
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