+98.3%
USB vs BMRN
-28.1%
+126.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.4% | +2.9% | -1.4% | +1.0% |
| 30D | -1.3% | +11.0% | -12.4% | -3.2% |
| 3M | +15.2% | +17.8% | -2.6% | +11.8% |
| 6M | +18.8% | +10.1% | +8.7% | +16.5% |
| YTD | +21.0% | +11.9% | +9.1% | +18.1% |
| 1Y | +34.0% | +17.2% | +16.8% | +29.2% |
| All | +98.3% | -28.1% | +126.3% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling