+121.8%
WY vs BMRN
+392.1%
-270.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.0% |
| 7D | -3.7% | -1.4% | -2.3% | -3.4% |
| 30D | -11.3% | -5.8% | -5.5% | -10.4% |
| 3M | -8.1% | +16.6% | -24.8% | -10.8% |
| 6M | -7.4% | +7.6% | -15.0% | -9.1% |
| YTD | -4.7% | +10.2% | -14.9% | -7.0% |
| 1Y | -9.2% | +20.2% | -29.4% | -13.2% |
| 3Y | -24.7% | -27.4% | +2.7% | -22.3% |
| 5Y | -21.6% | -16.0% | -5.6% | -22.0% |
| 10Y | +6.7% | -30.3% | +37.0% | +6.1% |
| All | +121.8% | +392.1% | -270.3% | +46.7% |
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 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