+5,673.6%
UTHR vs BMRN
+385.5%
+5,288.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.7% |
| 7D | -2.9% | -0.3% | -2.5% | -2.9% |
| 30D | -7.6% | +1.3% | -8.9% | -8.0% |
| 3M | -8.6% | +14.3% | -22.9% | -11.4% |
| 6M | +4.1% | +5.7% | -1.6% | +2.3% |
| YTD | +2.2% | +8.7% | -6.5% | -0.4% |
| 1Y | +26.2% | +14.6% | +11.6% | +20.9% |
| 3Y | +121.2% | -28.3% | +149.5% | +131.3% |
| 5Y | +136.5% | -15.7% | +152.3% | +135.9% |
| 10Y | +300.1% | -33.7% | +333.8% | +304.3% |
| All | +5,673.6% | +385.5% | +5,288.1% | +3,460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling