+33.9%
USB vs BMRN
+4.1%
+29.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.8% |
| 7D | +2.6% | +2.1% | +0.4% | +2.4% |
| 30D | +8.4% | +3.8% | +4.6% | +8.0% |
| 3M | -5.5% | -16.5% | +11.0% | -4.3% |
| 6M | +17.7% | +6.9% | +10.9% | +17.0% |
| YTD | +17.6% | -3.7% | +21.3% | +17.5% |
| 1Y | +33.9% | +5.6% | +28.3% | +34.3% |
| All | +33.9% | +4.1% | +29.8% | +34.3% |
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 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