+30.7%
WOLF vs BMRN
+20.2%
+10.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.7% | +2.3% |
| 7D | +9.8% | -0.3% | +10.1% | +9.8% |
| 30D | -12.1% | +1.3% | -13.4% | -12.4% |
| 3M | -47.9% | +14.3% | -62.2% | -49.3% |
| 6M | +74.3% | +5.7% | +68.5% | +69.1% |
| YTD | +65.9% | +8.7% | +57.1% | +59.3% |
| All | +30.7% | +20.2% | +10.5% | +24.0% |
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 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