+4.7%
WY vs BMRN
-29.6%
+34.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | -4.2% | -1.3% | -2.9% | -3.8% |
| 30D | -10.1% | -6.5% | -3.6% | -8.4% |
| 3M | -8.5% | +18.3% | -26.8% | -13.1% |
| 6M | -3.3% | +8.9% | -12.2% | -6.4% |
| YTD | -4.4% | +10.5% | -14.9% | -8.2% |
| 1Y | -11.5% | +17.5% | -29.0% | -17.2% |
| 3Y | -24.3% | -27.7% | +3.4% | -20.1% |
| 5Y | -21.3% | -15.8% | -5.5% | -23.2% |
| All | +4.7% | -29.6% | +34.3% | -2.7% |
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