+164.5%
USFD vs BMRN
-28.8%
+193.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.5% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | -5.3% | +1.3% | -6.6% | -5.6% |
| 3M | +18.8% | +14.3% | +4.5% | +16.6% |
| 6M | +14.3% | +5.7% | +8.5% | +13.0% |
| YTD | +36.9% | +8.7% | +28.1% | +34.8% |
| 1Y | +31.7% | +14.6% | +17.1% | +28.5% |
| 3Y | +164.5% | -28.3% | +192.8% | +164.9% |
| All | +164.5% | -28.8% | +193.3% | +164.9% |
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