+84.9%
USB vs BMRN
-38.4%
+123.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | +6.4% | +4.3% | +2.2% | +5.3% |
| 3M | -4.5% | -17.1% | +12.6% | -0.3% |
| 6M | +11.4% | +5.7% | +5.7% | +9.1% |
| YTD | +17.1% | -3.9% | +21.0% | +17.1% |
| 1Y | +32.6% | +8.5% | +24.1% | +27.9% |
| 3Y | +101.8% | -32.0% | +133.8% | +114.9% |
| 5Y | +25.1% | -29.9% | +55.1% | +29.7% |
| 10Y | +84.9% | -38.9% | +123.8% | +79.8% |
| All | +84.9% | -38.4% | +123.3% | +79.8% |
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