+23.8%
ALC vs BMRN
-27.7%
+51.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -2.1% | +2.9% | -5.0% | -2.8% |
| 30D | -0.1% | +11.0% | -11.1% | -2.7% |
| 3M | +5.9% | +17.8% | -11.9% | +1.6% |
| 6M | -15.9% | +10.1% | -26.0% | -18.3% |
| YTD | -10.1% | +11.9% | -22.1% | -13.1% |
| 1Y | -10.2% | +17.2% | -27.5% | -14.6% |
| 3Y | -13.6% | -28.5% | +14.9% | -9.1% |
| 5Y | -15.1% | -21.7% | +6.5% | -14.7% |
| All | +23.8% | -27.7% | +51.5% | +13.2% |
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 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