-19.6%
BMRN vs URA
+132.7%
-152.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -3.8% | +5.7% | -9.6% | -4.5% |
| 30D | -6.5% | +5.6% | -12.1% | -7.2% |
| 3M | +11.2% | +6.2% | +5.0% | +10.0% |
| 6M | +5.8% | -8.2% | +14.0% | +6.1% |
| YTD | +8.4% | +9.7% | -1.3% | +5.2% |
| 1Y | +15.7% | +17.0% | -1.3% | +10.3% |
| 3Y | -28.6% | +118.5% | -147.1% | -40.9% |
| 5Y | -19.6% | +134.3% | -153.9% | -36.1% |
| All | -19.6% | +132.7% | -152.3% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling