+525.4%
WPM vs BMRN
-29.6%
+555.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | +14.4% | -6.5% | +20.9% | +15.4% |
| 3M | +37.0% | +18.3% | +18.7% | +33.9% |
| 6M | +4.1% | +8.9% | -4.8% | +2.7% |
| YTD | +31.7% | +10.5% | +21.2% | +29.6% |
| 1Y | +44.2% | +17.5% | +26.7% | +40.4% |
| 3Y | +265.5% | -27.7% | +293.2% | +274.0% |
| 5Y | +262.5% | -15.8% | +278.3% | +260.6% |
| All | +525.4% | -29.6% | +555.0% | +513.5% |
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