+3,463.5%
URI vs BMRN
+399.8%
+3,063.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -2.0% | +2.9% | -4.9% | -2.7% |
| 30D | -12.9% | +11.0% | -24.0% | -15.4% |
| 3M | -6.7% | +17.8% | -24.5% | -10.9% |
| 6M | +19.0% | +10.1% | +8.9% | +15.2% |
| YTD | +25.5% | +11.9% | +13.6% | +20.8% |
| 1Y | +5.5% | +17.2% | -11.7% | -0.2% |
| 3Y | +111.3% | -28.5% | +139.8% | +121.4% |
| 5Y | +198.6% | -21.7% | +220.2% | +202.1% |
| 10Y | +1,179.9% | -30.5% | +1,210.4% | +1,176.4% |
| All | +3,463.5% | +399.8% | +3,063.8% | +2,181.2% |
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