-5.1%
WYNN vs BMRN
-27.2%
+22.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -14.6% | -6.5% | -8.1% | -13.6% |
| 3M | -18.4% | +18.3% | -36.7% | -21.2% |
| 6M | -11.9% | +8.9% | -20.8% | -13.7% |
| YTD | -26.6% | +10.5% | -37.1% | -28.3% |
| 1Y | -28.5% | +17.5% | -46.0% | -31.4% |
| 3Y | -5.1% | -27.7% | +22.6% | -1.9% |
| All | -5.1% | -27.2% | +22.1% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling