+54.0%
UNP vs BMRN
-18.8%
+72.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -1.0% |
| 30D | -2.0% | -5.8% | +3.8% | -1.4% |
| 3M | +7.5% | +16.6% | -9.1% | +5.6% |
| 6M | +15.3% | +7.6% | +7.8% | +14.2% |
| YTD | +25.4% | +10.2% | +15.2% | +23.7% |
| 1Y | +35.6% | +20.2% | +15.4% | +32.0% |
| 3Y | +44.1% | -27.4% | +71.5% | +46.5% |
| 5Y | +54.0% | -16.0% | +70.0% | +54.7% |
| All | +54.0% | -18.8% | +72.7% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling