+78.6%
UUUU vs BMRN
-16.0%
+94.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.2% | -5.1% |
| 7D | -10.5% | -1.3% | -9.2% | -10.2% |
| 30D | -10.5% | -6.5% | -4.0% | -8.7% |
| 3M | -14.1% | +18.3% | -32.4% | -18.6% |
| 6M | -35.5% | +8.9% | -44.4% | -37.6% |
| YTD | -10.9% | +10.5% | -21.5% | -14.5% |
| 1Y | +3.4% | +17.5% | -14.1% | -3.4% |
| 3Y | +73.1% | -27.7% | +100.8% | +86.9% |
| All | +78.6% | -16.0% | +94.6% | +80.8% |
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 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