-1.3%
WST vs BMRN
-31.2%
+29.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.6% |
| 7D | +4.9% | +1.0% | +3.8% | +4.5% |
| 30D | +10.7% | +4.3% | +6.4% | +9.1% |
| 3M | +16.8% | -19.3% | +36.1% | +25.2% |
| 6M | +32.0% | +7.2% | +24.7% | +27.5% |
| YTD | +49.9% | -4.6% | +54.5% | +50.2% |
| 1Y | +50.6% | +2.5% | +48.1% | +46.2% |
| 3Y | +21.4% | -32.5% | +53.9% | +32.8% |
| All | -1.3% | -31.2% | +29.9% | +4.8% |
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