+217.2%
UPS vs BMRN
+344.2%
-127.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -3.7% | -3.8% | +0.1% | -3.3% |
| 30D | -3.7% | -6.5% | +2.7% | -3.1% |
| 3M | -6.6% | +11.2% | -17.8% | -7.7% |
| 6M | +2.6% | +5.8% | -3.2% | +1.6% |
| YTD | +4.8% | +8.4% | -3.6% | +3.5% |
| 1Y | +25.3% | +15.7% | +9.6% | +22.6% |
| 3Y | -26.9% | -28.6% | +1.7% | -25.3% |
| 5Y | -33.5% | -19.6% | -13.9% | -33.4% |
| 10Y | +36.1% | -31.5% | +67.6% | +34.7% |
| All | +217.2% | +344.2% | -127.0% | +133.0% |
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