+333.6%
WST vs BMRN
-29.8%
+363.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | +0.4% | -1.4% | +1.8% | +0.8% |
| 30D | -2.0% | -5.8% | +3.8% | -0.5% |
| 3M | +4.1% | +16.6% | -12.5% | -0.4% |
| 6M | +47.4% | +7.6% | +39.8% | +43.6% |
| YTD | +25.4% | +10.2% | +15.2% | +21.1% |
| 1Y | +35.3% | +20.2% | +15.1% | +27.1% |
| 3Y | -11.7% | -27.4% | +15.7% | -7.0% |
| 5Y | -24.0% | -16.0% | -8.0% | -23.6% |
| All | +333.6% | -29.8% | +363.4% | +326.6% |
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