+265.9%
UMC vs BMRN
+267.8%
-1.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | +11.4% | -1.4% | +12.8% | +11.7% |
| 30D | +16.8% | -5.8% | +22.6% | +18.2% |
| 3M | +19.1% | +16.6% | +2.5% | +14.0% |
| 6M | +137.4% | +7.6% | +129.9% | +130.5% |
| YTD | +186.4% | +10.2% | +176.1% | +176.4% |
| 1Y | +229.1% | +20.2% | +208.9% | +209.0% |
| 3Y | +257.9% | -27.4% | +285.2% | +270.6% |
| 5Y | +137.5% | -16.0% | +153.5% | +134.4% |
| 10Y | +1,808.2% | -30.3% | +1,838.5% | +1,728.1% |
| All | +265.9% | +267.8% | -1.9% | +6.1% |
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