+3.3%
USHY vs BMRN
+20.6%
-17.3%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.7% |
| 30D | -0.7% | -6.5% | +5.8% | -0.6% |
| 3M | +0.1% | +18.3% | -18.2% | -0.3% |
| 6M | +1.8% | +8.9% | -7.1% | +1.5% |
| YTD | +1.8% | +10.5% | -8.7% | +1.5% |
| 1Y | +3.3% | +17.5% | -14.2% | +3.0% |
| All | +3.3% | +20.6% | -17.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling