+32.6%
USB vs BMRN
+10.0%
+22.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | +2.6% | -1.2% | +1.2% |
| 30D | +6.4% | +4.3% | +2.2% | +6.0% |
| 3M | -4.5% | -17.1% | +12.6% | -3.1% |
| 6M | +11.4% | +5.7% | +5.7% | +10.8% |
| YTD | +17.1% | -3.9% | +21.0% | +17.1% |
| 1Y | +32.6% | +8.5% | +24.1% | +32.0% |
| All | +32.6% | +10.0% | +22.6% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling