+487.8%
USB vs BMRN
+399.8%
+88.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | +15.2% | +17.8% | -2.6% | +12.2% |
| 6M | +18.8% | +10.1% | +8.7% | +16.7% |
| YTD | +21.0% | +11.9% | +9.1% | +18.4% |
| 1Y | +34.0% | +17.2% | +16.8% | +29.7% |
| 3Y | +95.3% | -28.5% | +123.8% | +101.3% |
| 5Y | +40.4% | -21.7% | +62.1% | +41.4% |
| 10Y | +107.3% | -30.5% | +137.8% | +105.4% |
| All | +487.8% | +399.8% | +88.0% | +293.6% |
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