+89.2%
USB vs BMRN
-35.8%
+125.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.5% | +2.0% |
| 7D | +0.8% | -0.5% | +1.2% | +0.9% |
| 30D | +6.8% | +4.3% | +2.4% | +5.6% |
| 3M | -3.8% | -10.4% | +6.6% | -1.5% |
| 6M | +11.7% | +5.8% | +6.0% | +9.4% |
| YTD | +17.5% | -3.8% | +21.3% | +17.4% |
| 1Y | +33.8% | +11.1% | +22.6% | +28.2% |
| 3Y | +104.2% | -31.7% | +135.9% | +117.2% |
| 5Y | +26.4% | -30.9% | +57.3% | +31.5% |
| 10Y | +89.2% | -37.7% | +126.9% | +83.6% |
| All | +89.2% | -35.8% | +125.0% | +83.6% |
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