-15.0%
WMT vs BMRN
+7.7%
-22.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | -6.4% | -5.8% | -0.6% | -6.4% |
| 3M | -12.1% | +16.6% | -28.7% | -10.8% |
| 6M | -15.0% | +7.6% | -22.5% | -8.0% |
| All | -15.0% | +7.7% | -22.6% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling