+91.5%
USB vs BMRN
-29.4%
+120.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.7% |
| 30D | +5.8% | +1.5% | +4.3% | +5.5% |
| 3M | -6.0% | -8.8% | +2.9% | -4.7% |
| 6M | +7.8% | +2.6% | +5.1% | +6.7% |
| YTD | +14.6% | -5.7% | +20.3% | +15.0% |
| 1Y | +31.8% | +8.1% | +23.7% | +28.2% |
| 3Y | +91.5% | -26.5% | +118.0% | +103.5% |
| All | +91.5% | -29.4% | +120.9% | +103.5% |
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