+208.4%
USFD vs BMRN
-31.2%
+239.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.6% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | +12.8% | +4.3% | +8.5% | +11.8% |
| 3M | +1.0% | -10.4% | +11.4% | +3.2% |
| 6M | +30.3% | +5.8% | +24.5% | +28.0% |
| YTD | +46.0% | -3.8% | +49.7% | +46.0% |
| 1Y | +49.6% | +11.1% | +38.5% | +43.9% |
| 3Y | +166.3% | -31.7% | +198.0% | +180.9% |
| 5Y | +208.4% | -30.9% | +239.3% | +208.9% |
| All | +208.4% | -31.2% | +239.6% | +208.9% |
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 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