-24.7%
WULF vs BMRN
-16.0%
-8.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.5% | +3.6% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | -2.6% | -6.5% | +3.9% | +0.7% |
| 3M | -34.0% | +18.3% | -52.2% | -41.5% |
| 6M | +10.0% | +8.9% | +1.1% | +1.6% |
| YTD | +45.7% | +10.5% | +35.2% | +31.6% |
| 1Y | +57.3% | +17.5% | +39.9% | +34.7% |
| 3Y | +878.9% | -27.7% | +906.7% | +1,051.4% |
| All | -24.7% | -16.0% | -8.7% | -19.6% |
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