+299.0%
UTHR vs BMRN
-29.6%
+328.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.9% | -1.3% | +3.2% | +2.3% |
| 30D | -2.9% | -6.5% | +3.6% | -0.8% |
| 3M | -8.9% | +18.3% | -27.1% | -14.2% |
| 6M | -8.7% | +8.9% | -17.6% | -12.1% |
| YTD | +2.0% | +10.5% | -8.5% | -2.5% |
| 1Y | +22.8% | +17.5% | +5.3% | +13.7% |
| 3Y | +120.6% | -27.7% | +148.3% | +135.6% |
| 5Y | +136.4% | -15.8% | +152.2% | +131.3% |
| All | +299.0% | -29.6% | +328.7% | +277.6% |
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