+101.9%
WMT vs BMRN
-27.2%
+129.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -7.4% | -6.5% | -0.9% | -7.1% |
| 3M | -10.9% | +18.3% | -29.1% | -11.4% |
| 6M | -12.7% | +8.9% | -21.6% | -12.7% |
| YTD | -3.2% | +10.5% | -13.7% | -3.4% |
| 1Y | +5.3% | +17.5% | -12.2% | +4.6% |
| 3Y | +101.9% | -27.7% | +129.6% | +101.2% |
| All | +101.9% | -27.2% | +129.0% | +101.2% |
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 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