-91.1%
UPST vs BMRN
-18.1%
-73.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -8.1% | -3.8% | -4.3% | -5.6% |
| 30D | -14.3% | -6.5% | -7.8% | -10.4% |
| 3M | -16.6% | +11.2% | -27.9% | -23.3% |
| 6M | -7.3% | +5.8% | -13.1% | -12.6% |
| YTD | -40.8% | +8.4% | -49.2% | -45.8% |
| 1Y | -62.4% | +15.7% | -78.1% | -67.8% |
| 3Y | -15.3% | -28.6% | +13.3% | +3.2% |
| 5Y | -91.1% | -19.6% | -71.5% | -89.4% |
| All | -91.1% | -18.1% | -73.0% | -89.4% |
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