+83.6%
USB vs BMRN
-37.5%
+121.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | +5.7% | +5.3% | +0.4% | +4.3% |
| 3M | -4.7% | -16.1% | +11.4% | -0.8% |
| 6M | +13.4% | +10.9% | +2.5% | +9.8% |
| YTD | +17.0% | -1.9% | +18.9% | +16.4% |
| 1Y | +32.4% | +6.2% | +26.2% | +28.5% |
| 3Y | +101.7% | -30.5% | +132.2% | +113.6% |
| 5Y | +24.4% | -28.4% | +52.8% | +28.3% |
| 10Y | +83.6% | -36.2% | +119.8% | +77.0% |
| All | +83.6% | -37.5% | +121.1% | +77.0% |
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