+1,970.0%
ALB vs BMRN
+399.8%
+1,570.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -8.1% | +2.9% | -10.9% | -8.5% |
| 30D | +6.3% | +11.0% | -4.8% | +4.1% |
| 3M | -23.6% | +17.8% | -41.4% | -26.1% |
| 6M | -24.6% | +10.1% | -34.7% | -26.4% |
| YTD | -10.3% | +11.9% | -22.2% | -12.7% |
| 1Y | +61.5% | +17.2% | +44.2% | +55.3% |
| 3Y | -34.0% | -28.5% | -5.5% | -31.1% |
| 5Y | -44.6% | -21.7% | -22.9% | -43.3% |
| 10Y | +76.1% | -30.5% | +106.6% | +77.0% |
| All | +1,970.0% | +399.8% | +1,570.2% | +1,429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling