-33.6%
UPST vs BMRN
-33.2%
-0.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | -10.6% | +2.1% | -12.8% | -11.8% |
| 30D | -14.0% | +3.8% | -17.8% | -15.8% |
| 3M | -36.8% | -16.5% | -20.4% | -28.9% |
| 6M | -27.5% | +6.9% | -34.4% | -32.0% |
| YTD | -55.3% | -3.7% | -51.6% | -55.6% |
| 1Y | -47.5% | +5.6% | -53.1% | -52.0% |
| 3Y | -10.4% | -31.4% | +20.9% | +11.1% |
| 5Y | -92.6% | -30.0% | -62.6% | -91.1% |
| All | -33.6% | -33.2% | -0.4% | -19.9% |
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