-27.2%
ALHC vs BMRN
-12.0%
-15.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | -6.9% | -1.3% | -5.6% | -6.5% |
| 30D | -6.7% | -6.5% | -0.2% | -4.7% |
| 3M | -37.7% | +18.3% | -56.0% | -41.8% |
| 6M | -30.0% | +8.9% | -38.9% | -32.7% |
| YTD | -36.2% | +10.5% | -46.7% | -39.2% |
| 1Y | -22.9% | +17.5% | -40.3% | -29.0% |
| 3Y | +138.4% | -27.7% | +166.1% | +165.2% |
| 5Y | -32.8% | -15.8% | -17.0% | -31.0% |
| All | -27.2% | -12.0% | -15.1% | -28.3% |
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