+103.8%
USB vs BMRN
-31.2%
+135.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.7% |
| 7D | +2.6% | +2.1% | +0.4% | +2.2% |
| 30D | +8.4% | +3.8% | +4.6% | +7.6% |
| 3M | -5.5% | -16.5% | +11.0% | -2.5% |
| 6M | +17.7% | +6.9% | +10.9% | +15.5% |
| YTD | +17.6% | -3.7% | +21.3% | +17.6% |
| 1Y | +33.9% | +5.6% | +28.3% | +30.8% |
| 3Y | +103.8% | -31.4% | +135.2% | +112.8% |
| All | +103.8% | -31.2% | +135.0% | +112.8% |
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 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