-13.2%
UPST vs BMRN
-23.3%
+10.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -8.8% | -1.3% | -7.5% | -8.0% |
| 30D | -12.1% | -6.5% | -5.6% | -8.3% |
| 3M | -19.5% | +18.3% | -37.8% | -28.6% |
| 6M | -6.8% | +8.9% | -15.7% | -13.7% |
| YTD | -41.5% | +10.5% | -52.0% | -46.9% |
| 1Y | -58.9% | +17.5% | -76.3% | -64.8% |
| 3Y | -15.2% | -27.7% | +12.6% | +1.4% |
| 5Y | -90.5% | -15.8% | -74.8% | -89.8% |
| All | -13.2% | -23.3% | +10.2% | -4.2% |
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 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