+66.4%
UEC vs BMRN
+256.1%
-189.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -0.2% | -3.8% | +3.7% | +1.1% |
| 30D | +1.9% | -6.5% | +8.4% | +4.3% |
| 3M | +8.9% | +11.2% | -2.3% | +4.5% |
| 6M | -14.5% | +5.8% | -20.3% | -17.0% |
| YTD | -0.7% | +8.4% | -9.1% | -4.7% |
| 1Y | -4.1% | +15.7% | -19.7% | -10.9% |
| 3Y | +148.9% | -28.6% | +177.5% | +162.8% |
| 5Y | +300.0% | -19.6% | +319.6% | +302.2% |
| 10Y | +994.3% | -31.5% | +1,025.8% | +978.6% |
| All | +66.4% | +256.1% | -189.6% | -30.3% |
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