+22.0%
USB vs BMRN
-33.2%
+55.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.9% |
| 30D | +5.8% | +1.5% | +4.3% | +5.4% |
| 3M | -6.0% | -8.8% | +2.9% | -4.4% |
| 6M | +7.8% | +2.6% | +5.1% | +6.5% |
| YTD | +14.6% | -5.7% | +20.3% | +15.1% |
| 1Y | +31.8% | +8.1% | +23.7% | +27.5% |
| 3Y | +91.5% | -26.5% | +118.0% | +98.4% |
| All | +22.0% | -33.2% | +55.3% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling