+3,844.5%
WSM vs BMRN
+392.1%
+3,452.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | -10.7% | -5.8% | -4.9% | -9.7% |
| 3M | +8.5% | +16.6% | -8.1% | +4.8% |
| 6M | +19.6% | +7.6% | +12.0% | +17.3% |
| YTD | +26.6% | +10.2% | +16.4% | +23.3% |
| 1Y | +12.0% | +20.2% | -8.3% | +6.5% |
| 3Y | +226.6% | -27.4% | +254.0% | +240.3% |
| 5Y | +174.1% | -16.0% | +190.1% | +175.3% |
| 10Y | +1,052.9% | -30.3% | +1,083.3% | +1,050.1% |
| All | +3,844.5% | +392.1% | +3,452.4% | +2,315.0% |
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