+82.0%
USO vs BMRN
-29.6%
+111.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +9.1% | -1.3% | +10.4% | +9.2% |
| 30D | +21.7% | -6.5% | +28.2% | +22.4% |
| 3M | +20.2% | +18.3% | +2.0% | +18.3% |
| 6M | +43.4% | +8.9% | +34.5% | +41.8% |
| YTD | +124.0% | +10.5% | +113.5% | +121.0% |
| 1Y | +112.2% | +17.5% | +94.7% | +107.4% |
| 3Y | +97.7% | -27.7% | +125.4% | +101.6% |
| 5Y | +217.4% | -15.8% | +233.2% | +208.6% |
| All | +82.0% | -29.6% | +111.6% | +65.8% |
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