-4.8%
UPST vs BMRN
-22.3%
+17.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.5% | +2.9% | -6.4% | -5.3% |
| 30D | -7.1% | +11.0% | -18.2% | -13.8% |
| 3M | -13.1% | +17.8% | -30.9% | -22.8% |
| 6M | -1.1% | +10.1% | -11.2% | -9.0% |
| YTD | -35.9% | +11.9% | -47.8% | -42.3% |
| 1Y | -57.4% | +17.2% | -74.6% | -63.5% |
| 3Y | -14.9% | -28.5% | +13.6% | +2.7% |
| 5Y | -88.7% | -21.7% | -67.0% | -87.5% |
| All | -4.8% | -22.3% | +17.5% | +4.1% |
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