+73.7%
UAL vs BMRN
-37.6%
+111.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.0% |
| 7D | -3.0% | +2.1% | -5.2% | -3.7% |
| 30D | +10.5% | +3.8% | +6.7% | +9.2% |
| 3M | -13.5% | -16.5% | +3.0% | -8.5% |
| 6M | +14.2% | +6.9% | +7.3% | +10.8% |
| YTD | -2.2% | -3.7% | +1.5% | -2.2% |
| 1Y | +12.5% | +5.6% | +6.9% | +8.4% |
| 3Y | +186.8% | -31.4% | +218.2% | +210.0% |
| 5Y | +119.4% | -30.0% | +149.3% | +131.9% |
| All | +73.7% | -37.6% | +111.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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