+305.5%
USFD vs BMRN
-29.6%
+335.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -8.4% | -1.3% | -7.1% | -8.1% |
| 30D | -14.1% | -6.5% | -7.6% | -12.7% |
| 3M | +4.5% | +18.3% | -13.8% | 0.0% |
| 6M | +4.4% | +8.9% | -4.5% | +1.6% |
| YTD | +26.6% | +10.5% | +16.1% | +22.4% |
| 1Y | +19.4% | +17.5% | +1.9% | +12.9% |
| 3Y | +144.6% | -27.7% | +172.3% | +155.9% |
| 5Y | +194.5% | -15.8% | +210.3% | +189.7% |
| All | +305.5% | -29.6% | +335.2% | +290.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling