+115.0%
UMC vs BMRN
+8.7%
+106.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -1.9% |
| 7D | -14.7% | +2.0% | -16.7% | -14.5% |
| 30D | -32.9% | -0.7% | -32.1% | -32.7% |
| 3M | -22.2% | -5.9% | -16.2% | -22.3% |
| 6M | +25.9% | +3.0% | +22.9% | +24.6% |
| YTD | +107.9% | -3.9% | +111.8% | +107.0% |
| 1Y | +115.0% | +8.8% | +106.3% | +113.5% |
| All | +115.0% | +8.7% | +106.3% | +113.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling