+73.4%
ALB vs BMRN
-29.6%
+103.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.0% | -3.8% |
| 7D | -6.9% | -1.3% | -5.7% | -6.6% |
| 30D | -8.4% | -6.5% | -1.9% | -6.6% |
| 3M | -25.9% | +18.3% | -44.2% | -30.3% |
| 6M | -29.7% | +8.9% | -38.6% | -32.5% |
| YTD | -16.5% | +10.5% | -27.0% | -20.4% |
| 1Y | +58.7% | +17.5% | +41.2% | +47.3% |
| 3Y | -34.0% | -27.7% | -6.2% | -29.4% |
| 5Y | -48.3% | -15.8% | -32.5% | -47.8% |
| All | +73.4% | -29.6% | +103.1% | +70.6% |
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