-29.2%
ALB vs BMRN
-28.6%
-0.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -8.6% | -3.8% | -4.8% | -7.5% |
| 30D | -4.0% | -6.5% | +2.5% | -2.2% |
| 3M | -17.4% | +11.2% | -28.6% | -20.7% |
| 6M | -25.4% | +5.8% | -31.2% | -27.4% |
| YTD | -10.5% | +8.4% | -18.9% | -14.0% |
| 1Y | +75.8% | +15.7% | +60.2% | +63.6% |
| All | -29.2% | -28.6% | -0.7% | -25.6% |
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 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