+1,186.3%
URI vs BMRN
-29.6%
+1,215.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | -12.4% | -6.5% | -5.9% | -10.5% |
| 3M | -7.3% | +18.3% | -25.5% | -13.1% |
| 6M | +27.2% | +8.9% | +18.3% | +22.0% |
| YTD | +23.0% | +10.5% | +12.4% | +17.0% |
| 1Y | +3.9% | +17.5% | -13.6% | -4.1% |
| 3Y | +121.6% | -27.7% | +149.3% | +135.8% |
| 5Y | +201.1% | -15.8% | +216.8% | +194.2% |
| All | +1,186.3% | -29.6% | +1,215.9% | +995.8% |
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