+44.4%
UDR vs BMRN
-29.6%
+74.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.5% | -1.3% | -2.2% | -3.3% |
| 30D | -5.3% | -6.5% | +1.2% | -4.3% |
| 3M | -9.5% | +18.3% | -27.8% | -12.3% |
| 6M | -0.7% | +8.9% | -9.5% | -2.6% |
| YTD | -1.2% | +10.5% | -11.7% | -3.5% |
| 1Y | -5.7% | +17.5% | -23.2% | -9.4% |
| 3Y | +3.7% | -27.7% | +31.4% | +7.2% |
| 5Y | -18.9% | -15.8% | -3.2% | -19.5% |
| All | +44.4% | -29.6% | +74.0% | +42.0% |
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 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