-46.3%
ALB vs BMRN
-18.8%
-27.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.7% |
| 7D | -7.6% | -1.4% | -6.2% | -7.2% |
| 30D | -5.6% | -5.8% | +0.2% | -3.7% |
| 3M | -16.8% | +16.6% | -33.5% | -22.4% |
| 6M | -26.3% | +7.6% | -33.9% | -29.4% |
| YTD | -13.2% | +10.2% | -23.5% | -18.0% |
| 1Y | +68.8% | +20.2% | +48.6% | +52.3% |
| 3Y | -30.7% | -27.4% | -3.3% | -24.5% |
| 5Y | -46.3% | -16.0% | -30.3% | -48.3% |
| All | -46.3% | -18.8% | -27.5% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling