-38.4%
BMRN vs URA
+266.3%
-304.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | +2.1% | -1.5% | +3.7% | +2.4% |
| 30D | +3.8% | -10.4% | +14.2% | +5.7% |
| 3M | -16.5% | -29.6% | +13.1% | -11.3% |
| 6M | +6.9% | -40.3% | +47.1% | +16.4% |
| YTD | -3.7% | -25.5% | +21.8% | -1.3% |
| 1Y | +5.6% | -26.4% | +32.0% | +8.3% |
| 3Y | -31.4% | +31.4% | -62.8% | -41.3% |
| 5Y | -30.0% | +28.6% | -58.6% | -41.9% |
| All | -38.4% | +266.3% | -304.7% | -66.6% |
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