+36.4%
UPS vs BMRN
-29.6%
+66.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | -2.0% | -6.5% | +4.5% | -0.8% |
| 3M | -6.2% | +18.3% | -24.5% | -9.3% |
| 6M | +2.8% | +8.9% | -6.1% | +0.7% |
| YTD | +5.9% | +10.5% | -4.6% | +3.3% |
| 1Y | +26.2% | +17.5% | +8.8% | +21.3% |
| 3Y | -26.0% | -27.7% | +1.7% | -23.5% |
| 5Y | -34.3% | -15.8% | -18.5% | -35.0% |
| All | +36.4% | -29.6% | +66.0% | +31.7% |
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 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