+273.4%
UAL vs BMRN
+402.4%
-129.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.6% |
| 7D | +2.3% | +2.1% | +0.2% | +1.5% |
| 30D | +13.3% | +5.3% | +8.0% | +11.0% |
| 3M | -6.3% | -16.1% | +9.8% | +0.2% |
| 6M | +22.5% | +10.9% | +11.6% | +16.2% |
| YTD | +5.9% | -1.9% | +7.7% | +4.9% |
| 1Y | +24.7% | +6.2% | +18.5% | +18.6% |
| 3Y | +211.6% | -30.5% | +242.1% | +240.4% |
| 5Y | +130.6% | -28.4% | +158.9% | +143.6% |
| 10Y | +96.5% | -36.2% | +132.7% | +91.7% |
| All | +273.4% | +402.4% | -129.0% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling