-28.3%
BMRN vs URA
+121.0%
-149.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -3.1% |
| 7D | -0.3% | +8.1% | -8.4% | -0.8% |
| 30D | +1.3% | +5.8% | -4.5% | +0.9% |
| 3M | +14.3% | +3.4% | +10.8% | +13.9% |
| 6M | +5.7% | -2.6% | +8.4% | +5.5% |
| YTD | +8.7% | +11.2% | -2.4% | +6.9% |
| 1Y | +14.6% | +19.8% | -5.2% | +11.5% |
| 3Y | -28.3% | +121.5% | -149.8% | -36.7% |
| All | -28.3% | +121.0% | -149.3% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling