-25.1%
ALHC vs BMRN
-16.8%
-8.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.4% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -6.3% | +1.3% | -7.6% | -7.2% |
| 3M | -12.3% | +14.3% | -26.6% | -16.9% |
| 6M | -27.0% | +5.7% | -32.7% | -29.1% |
| YTD | -31.8% | +8.7% | -40.6% | -34.6% |
| 1Y | -17.0% | +14.6% | -31.6% | -22.7% |
| 3Y | +159.8% | -28.3% | +188.2% | +190.1% |
| 5Y | -25.1% | -15.7% | -9.4% | -22.0% |
| All | -25.1% | -16.8% | -8.3% | -22.0% |
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 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