-15.0%
ALC vs BMRN
-28.8%
+13.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.4% |
| 7D | -3.7% | -0.3% | -3.3% | -3.6% |
| 30D | -3.7% | +1.3% | -5.0% | -4.1% |
| 3M | +4.6% | +14.3% | -9.7% | +1.7% |
| 6M | -14.6% | +5.7% | -20.3% | -15.7% |
| YTD | -11.9% | +8.7% | -20.6% | -13.6% |
| 1Y | -13.1% | +14.6% | -27.8% | -16.0% |
| 3Y | -15.0% | -28.3% | +13.3% | -12.0% |
| All | -15.0% | -28.8% | +13.8% | -12.0% |
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 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