+1,135.8%
URI vs BMRN
-37.6%
+1,173.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +6.7% | +2.1% | +4.6% | +6.0% |
| 30D | +8.9% | +3.8% | +5.1% | +7.5% |
| 3M | +0.5% | -16.5% | +17.0% | +6.3% |
| 6M | +20.7% | +6.9% | +13.8% | +16.4% |
| YTD | +40.0% | -3.7% | +43.7% | +39.4% |
| 1Y | +34.4% | +5.6% | +28.8% | +28.6% |
| 3Y | +149.5% | -31.4% | +180.8% | +169.0% |
| 5Y | +205.6% | -30.0% | +235.5% | +218.4% |
| All | +1,135.8% | -37.6% | +1,173.5% | +1,049.7% |
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