-56.7%
ALHC vs BMRN
-24.1%
-32.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.5% |
| 7D | -0.8% | +1.0% | -1.8% | -1.2% |
| 30D | -9.6% | +4.3% | -13.9% | -11.1% |
| 3M | -44.5% | -19.3% | -25.2% | -40.2% |
| 6M | -59.2% | +7.2% | -66.4% | -60.5% |
| YTD | -62.0% | -4.6% | -57.4% | -61.8% |
| 1Y | -54.8% | +2.5% | -57.3% | -56.2% |
| 3Y | +25.0% | -32.5% | +57.5% | +41.0% |
| 5Y | -65.3% | -30.6% | -34.7% | -61.7% |
| All | -56.7% | -24.1% | -32.6% | -55.0% |
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 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