-24.5%
WU vs BMRN
+329.4%
-353.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -4.9% | -3.8% | -1.1% | -4.1% |
| 30D | -1.3% | -6.5% | +5.2% | +0.2% |
| 3M | -3.6% | +11.2% | -14.8% | -6.0% |
| 6M | -24.3% | +5.8% | -30.1% | -25.7% |
| YTD | -21.1% | +8.4% | -29.5% | -23.0% |
| 1Y | -10.3% | +15.7% | -26.0% | -14.3% |
| 3Y | -28.4% | -28.6% | +0.2% | -25.2% |
| 5Y | -51.2% | -19.6% | -31.6% | -51.5% |
| 10Y | -39.6% | -31.5% | -8.1% | -42.6% |
| All | -24.5% | +329.4% | -353.9% | -61.0% |
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