+142.7%
ALHC vs BMRN
-26.7%
+169.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.6% | +2.9% | -3.5% | -1.1% |
| 30D | -1.0% | +11.0% | -12.1% | -3.2% |
| 3M | -10.2% | +17.8% | -28.0% | -13.1% |
| 6M | -28.3% | +10.1% | -38.4% | -29.8% |
| YTD | -31.4% | +11.9% | -43.4% | -33.2% |
| 1Y | -16.9% | +17.2% | -34.2% | -19.9% |
| All | +142.7% | -26.7% | +169.3% | +155.8% |
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