+207.2%
UMC vs BMRN
+12.9%
+194.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +5.0% | +2.9% | +2.1% | +5.0% |
| 30D | +7.7% | +11.0% | -3.4% | +7.5% |
| 3M | +1.7% | +17.8% | -16.2% | +0.8% |
| 6M | +113.9% | +10.1% | +103.8% | +114.9% |
| YTD | +168.9% | +11.9% | +157.0% | +167.5% |
| 1Y | +207.2% | +17.2% | +190.0% | +200.0% |
| All | +207.2% | +12.9% | +194.3% | +200.0% |
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 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