-31.9%
BMRN vs URA
+361.2%
-393.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.5% |
| 7D | -1.4% | -1.5% | +0.1% | -1.2% |
| 30D | -5.8% | -0.4% | -5.4% | -5.9% |
| 3M | +16.6% | +6.3% | +10.4% | +14.6% |
| 6M | +7.6% | -14.0% | +21.6% | +9.3% |
| YTD | +10.2% | +5.3% | +4.9% | +6.3% |
| 1Y | +20.2% | +11.7% | +8.5% | +13.2% |
| 3Y | -27.4% | +109.8% | -137.2% | -43.5% |
| 5Y | -16.0% | +108.0% | -123.9% | -37.5% |
| All | -31.9% | +361.2% | -393.2% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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