+69.4%
USAR vs BMRN
-25.0%
+94.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -4.4% | -3.8% | -0.6% | -4.9% |
| 30D | -10.4% | -6.5% | -3.9% | -11.2% |
| 3M | -18.4% | +11.2% | -29.6% | -17.0% |
| 6M | -8.8% | +5.8% | -14.6% | -8.5% |
| YTD | +43.4% | +8.4% | +35.0% | +44.2% |
| 1Y | +21.0% | +15.7% | +5.3% | +22.9% |
| 3Y | +67.7% | -28.6% | +96.3% | +65.6% |
| All | +69.4% | -25.0% | +94.4% | +67.3% |
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