-14.1%
ALB vs BMRN
-31.2%
+17.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -5.8% | +2.1% | -7.9% | -6.4% |
| 30D | -4.5% | +3.8% | -8.3% | -5.8% |
| 3M | -28.1% | -16.5% | -11.6% | -24.2% |
| 6M | -53.2% | +6.9% | -60.0% | -54.9% |
| YTD | -33.3% | -3.7% | -29.6% | -33.6% |
| 1Y | -17.4% | +5.6% | -23.0% | -21.3% |
| 3Y | -14.1% | -31.4% | +17.2% | -3.1% |
| All | -14.1% | -31.2% | +17.1% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling