-1.0%
ALAB vs BMRN
+9.0%
-10.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.4% |
| 7D | +16.3% | +2.1% | +14.2% | +17.0% |
| 30D | -26.1% | +3.8% | -29.9% | -24.9% |
| 3M | -31.3% | -16.5% | -14.8% | -35.6% |
| 6M | -1.0% | +6.9% | -7.9% | +0.3% |
| All | -1.0% | +9.0% | -10.0% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling