+16.9%
ALC vs BMRN
-28.8%
+45.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.5% | -3.2% |
| 7D | -7.7% | -1.4% | -6.3% | -7.4% |
| 30D | -11.7% | -5.8% | -5.9% | -10.4% |
| 3M | +0.7% | +16.6% | -16.0% | -3.2% |
| 6M | -17.1% | +7.6% | -24.7% | -19.0% |
| YTD | -15.1% | +10.2% | -25.4% | -17.7% |
| 1Y | -14.1% | +20.2% | -34.3% | -18.9% |
| 3Y | -18.2% | -27.4% | +9.2% | -14.3% |
| 5Y | -19.2% | -16.0% | -3.2% | -20.1% |
| All | +16.9% | -28.8% | +45.7% | +7.2% |
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