+17.3%
WOLF vs BMRN
+22.2%
-4.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -8.6% | -1.3% | -7.3% | -8.4% |
| 30D | -18.3% | -6.5% | -11.8% | -17.4% |
| 3M | -43.1% | +18.3% | -61.3% | -45.1% |
| 6M | +42.4% | +8.9% | +33.5% | +37.6% |
| YTD | +48.9% | +10.5% | +38.4% | +42.7% |
| All | +17.3% | +22.2% | -4.9% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling