+78.9%
UBER vs BMRN
-16.0%
+94.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -5.4% | -1.3% | -4.1% | -4.9% |
| 30D | -4.9% | -6.5% | +1.6% | -2.4% |
| 3M | +3.0% | +18.3% | -15.2% | -3.5% |
| 6M | -4.4% | +8.9% | -13.3% | -8.1% |
| YTD | -12.3% | +10.5% | -22.8% | -16.4% |
| 1Y | -24.3% | +17.5% | -41.8% | -30.5% |
| 3Y | +46.4% | -27.7% | +74.2% | +62.9% |
| All | +78.9% | -16.0% | +94.9% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling