+4,677.0%
WST vs BMRN
+385.5%
+4,291.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | -4.6% | +1.3% | -5.9% | -4.9% |
| 3M | +5.7% | +14.3% | -8.6% | +3.5% |
| 6M | +37.6% | +5.7% | +31.8% | +36.0% |
| YTD | +23.0% | +8.7% | +14.3% | +21.0% |
| 1Y | +33.8% | +14.6% | +19.2% | +30.3% |
| 3Y | -13.4% | -28.3% | +15.0% | -10.3% |
| 5Y | -27.0% | -15.7% | -11.2% | -26.5% |
| 10Y | +324.5% | -33.7% | +358.2% | +326.2% |
| All | +4,677.0% | +385.5% | +4,291.5% | +3,413.8% |
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 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