+459.4%
USB vs BMRN
+321.6%
+137.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | -1.5% | -2.4% | +0.9% | -1.1% |
| 30D | +4.3% | -0.2% | +4.5% | +4.3% |
| 3M | -6.1% | -6.3% | +0.3% | -5.3% |
| 6M | +9.4% | +5.4% | +4.0% | +8.1% |
| YTD | +15.2% | -5.6% | +20.7% | +15.5% |
| 1Y | +32.8% | +6.3% | +26.5% | +30.4% |
| 3Y | +91.3% | -29.5% | +120.8% | +97.6% |
| 5Y | +22.7% | -33.1% | +55.8% | +26.7% |
| 10Y | +97.0% | -31.6% | +128.6% | +96.3% |
| All | +459.4% | +321.6% | +137.8% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling