+338.7%
WULF vs BMRN
+392.1%
-53.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -5.9% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | -3.6% | -5.8% | +2.2% | -3.2% |
| 3M | -30.4% | +16.6% | -47.0% | -31.4% |
| 6M | +12.5% | +7.6% | +4.9% | +11.5% |
| YTD | +40.5% | +10.2% | +30.2% | +38.8% |
| 1Y | +53.0% | +20.2% | +32.8% | +50.0% |
| 3Y | +796.7% | -27.4% | +824.0% | +812.8% |
| 5Y | -30.9% | -16.0% | -14.9% | -29.9% |
| 10Y | +76.1% | -30.3% | +106.4% | +78.7% |
| All | +338.7% | +392.1% | -53.4% | +321.2% |
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