-37.4%
ALK vs BMRN
-33.1%
-4.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.0% | -3.8% | +0.9% | -1.8% |
| 30D | -14.6% | -6.5% | -8.1% | -12.9% |
| 3M | -10.6% | +11.2% | -21.8% | -13.7% |
| 6M | -6.7% | +5.8% | -12.5% | -8.9% |
| YTD | -19.8% | +8.4% | -28.1% | -22.5% |
| 1Y | -35.2% | +15.7% | -50.9% | -39.2% |
| 3Y | +1.4% | -28.6% | +30.0% | +7.4% |
| 5Y | -30.7% | -19.6% | -11.1% | -30.4% |
| 10Y | -37.4% | -31.5% | -5.9% | -40.6% |
| All | -37.4% | -33.1% | -4.3% | -40.6% |
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