-26.0%
WST vs BMRN
-18.1%
-7.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.7% | -3.8% | +2.2% | -0.4% |
| 30D | -4.3% | -6.5% | +2.2% | -2.3% |
| 3M | +0.7% | +11.2% | -10.5% | -3.1% |
| 6M | +36.0% | +5.8% | +30.2% | +32.5% |
| YTD | +22.7% | +8.4% | +14.4% | +18.2% |
| 1Y | +34.1% | +15.7% | +18.4% | +25.5% |
| 3Y | -13.6% | -28.6% | +15.0% | -7.4% |
| 5Y | -26.0% | -19.6% | -6.4% | -24.2% |
| All | -26.0% | -18.1% | -7.9% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling