-40.4%
WU vs BMRN
-29.6%
-10.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.5% | -1.3% | -2.2% | -3.3% |
| 30D | -2.9% | -6.5% | +3.6% | -1.9% |
| 3M | -2.3% | +18.3% | -20.5% | -5.2% |
| 6M | -25.4% | +8.9% | -34.3% | -26.8% |
| YTD | -21.2% | +10.5% | -31.7% | -22.9% |
| 1Y | -8.9% | +17.5% | -26.3% | -12.2% |
| 3Y | -29.0% | -27.7% | -1.3% | -26.9% |
| 5Y | -50.7% | -15.8% | -35.0% | -51.4% |
| All | -40.4% | -29.6% | -10.7% | -43.3% |
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