-92.5%
UUUU vs BMRN
+292.3%
-384.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -6.8% |
| 7D | -5.0% | -1.4% | -3.6% | -4.7% |
| 30D | -7.8% | -5.8% | -2.0% | -6.2% |
| 3M | -0.4% | +16.6% | -17.1% | -5.1% |
| 6M | -32.9% | +7.6% | -40.5% | -34.7% |
| YTD | -6.3% | +10.2% | -16.5% | -9.7% |
| 1Y | +7.9% | +20.2% | -12.3% | +0.6% |
| 3Y | +85.2% | -27.4% | +112.6% | +93.3% |
| 5Y | +97.0% | -16.0% | +113.0% | +96.8% |
| 10Y | +492.6% | -30.3% | +522.9% | +481.8% |
| All | -92.5% | +292.3% | -384.7% | -95.9% |
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