-16.7%
ALC vs BMRN
-18.1%
+1.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -5.3% | -3.8% | -1.5% | -4.4% |
| 30D | -7.1% | -6.5% | -0.6% | -5.6% |
| 3M | +0.8% | +11.2% | -10.4% | -1.8% |
| 6M | -16.0% | +5.8% | -21.8% | -17.4% |
| YTD | -12.7% | +8.4% | -21.1% | -14.8% |
| 1Y | -12.8% | +15.7% | -28.5% | -16.6% |
| 3Y | -15.8% | -28.6% | +12.7% | -11.6% |
| 5Y | -16.7% | -19.6% | +2.9% | -17.5% |
| All | -16.7% | -18.1% | +1.4% | -17.5% |
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