+250.9%
UAL vs BMRN
+388.4%
-137.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -4.9% |
| 7D | +0.7% | +1.0% | -0.3% | +0.3% |
| 30D | +7.8% | +4.3% | +3.5% | +6.0% |
| 3M | -11.1% | -19.3% | +8.2% | -3.4% |
| 6M | +16.1% | +7.2% | +8.9% | +11.6% |
| YTD | -0.5% | -4.6% | +4.1% | -0.2% |
| 1Y | +11.3% | +2.5% | +8.8% | +7.4% |
| 3Y | +192.8% | -32.5% | +225.3% | +223.7% |
| 5Y | +123.3% | -30.6% | +153.9% | +139.0% |
| 10Y | +84.6% | -38.0% | +122.7% | +82.3% |
| All | +250.9% | +388.4% | -137.4% | +20.0% |
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