-16.3%
UNH vs BMRN
-27.2%
+10.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.6% | -2.4% |
| 7D | -4.5% | -1.3% | -3.3% | -4.4% |
| 30D | -6.5% | -6.5% | 0.0% | -5.8% |
| 3M | -6.0% | +18.3% | -24.2% | -8.0% |
| 6M | +33.7% | +8.9% | +24.8% | +31.9% |
| YTD | +16.4% | +10.5% | +5.9% | +14.5% |
| 1Y | +10.1% | +17.5% | -7.4% | +7.4% |
| 3Y | -16.3% | -27.7% | +11.4% | -17.2% |
| All | -16.3% | -27.2% | +10.9% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling