+158.8%
BMRN vs URA
-31.1%
+189.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +2.9% | +1.1% | +1.8% | +2.6% |
| 30D | +11.0% | +7.4% | +3.7% | +9.2% |
| 3M | +17.8% | -8.4% | +26.2% | +19.1% |
| 6M | +10.1% | -12.7% | +22.8% | +11.6% |
| YTD | +11.9% | +7.8% | +4.2% | +7.1% |
| 1Y | +17.2% | +19.5% | -2.2% | +8.2% |
| 3Y | -28.5% | +116.4% | -144.9% | -45.5% |
| 5Y | -21.7% | +134.3% | -156.0% | -44.4% |
| 10Y | -30.5% | +359.3% | -389.8% | -62.5% |
| All | +158.8% | -31.1% | +189.9% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling