+277.6%
UNP vs BMRN
-29.6%
+307.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -2.7% | -6.5% | +3.8% | -1.6% |
| 3M | +6.5% | +18.3% | -11.8% | +2.9% |
| 6M | +14.4% | +8.9% | +5.5% | +11.9% |
| YTD | +24.8% | +10.5% | +14.3% | +21.5% |
| 1Y | +34.4% | +17.5% | +16.9% | +28.6% |
| 3Y | +43.6% | -27.7% | +71.3% | +48.6% |
| 5Y | +53.2% | -15.8% | +69.0% | +49.5% |
| All | +277.6% | -29.6% | +307.3% | +250.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling