+210.4%
URI vs BMRN
-16.8%
+227.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.3% |
| 7D | +2.5% | -0.3% | +2.9% | +2.6% |
| 30D | -12.5% | +1.3% | -13.8% | -13.1% |
| 3M | -6.2% | +14.3% | -20.5% | -10.0% |
| 6M | +25.9% | +5.7% | +20.1% | +23.0% |
| YTD | +26.2% | +8.7% | +17.4% | +22.1% |
| 1Y | +5.5% | +14.6% | -9.1% | -0.1% |
| 3Y | +125.0% | -28.3% | +153.3% | +139.2% |
| 5Y | +210.4% | -15.7% | +226.2% | +196.1% |
| All | +210.4% | -16.8% | +227.3% | +196.1% |
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 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