+251.3%
UAL vs BMRN
+473.0%
-221.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | +0.7% | +2.9% | -2.2% | -0.4% |
| 30D | -16.1% | +11.0% | -27.2% | -19.9% |
| 3M | +6.1% | +17.8% | -11.7% | -1.1% |
| 6M | +10.8% | +10.1% | +0.8% | +5.5% |
| YTD | -0.4% | +11.9% | -12.3% | -6.1% |
| 1Y | +5.0% | +17.2% | -12.2% | -4.1% |
| 3Y | +124.0% | -28.5% | +152.5% | +141.4% |
| 5Y | +141.0% | -21.7% | +162.7% | +145.1% |
| 10Y | +118.0% | -30.5% | +148.5% | +105.3% |
| All | +251.3% | +473.0% | -221.7% | +12.9% |
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