-46.6%
ALK vs BMRN
-38.2%
-8.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -4.0% |
| 7D | +0.9% | +1.0% | -0.1% | +0.6% |
| 30D | +3.3% | +4.3% | -1.0% | +2.1% |
| 3M | -17.6% | -19.3% | +1.7% | -12.1% |
| 6M | +0.8% | +7.2% | -6.4% | -2.1% |
| YTD | -22.4% | -4.6% | -17.8% | -22.2% |
| 1Y | -10.1% | +2.5% | -12.6% | -12.4% |
| 3Y | +14.0% | -32.5% | +46.5% | +23.3% |
| 5Y | -29.8% | -30.6% | +0.8% | -26.3% |
| All | -46.6% | -38.2% | -8.4% | -48.0% |
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