+30.2%
ALC vs BMRN
-37.8%
+68.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.0% |
| 7D | -1.1% | +2.1% | -3.2% | -1.6% |
| 30D | +16.0% | +3.8% | +12.3% | +15.0% |
| 3M | +0.8% | -16.5% | +17.3% | +5.3% |
| 6M | +16.8% | +6.9% | +10.0% | +14.5% |
| YTD | -5.5% | -3.7% | -1.8% | -5.3% |
| 1Y | -5.3% | +5.6% | -10.8% | -7.6% |
| 3Y | +4.1% | -31.4% | +35.4% | +10.7% |
| 5Y | -7.1% | -30.0% | +22.9% | -3.8% |
| All | +30.2% | -37.8% | +68.0% | +23.4% |
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