-36.0%
ALK vs BMRN
+18.4%
-54.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -3.1% | -1.4% | -1.7% | -3.0% |
| 30D | -17.1% | -5.8% | -11.3% | -16.6% |
| 3M | -3.8% | +16.6% | -20.4% | -5.9% |
| 6M | -5.3% | +7.6% | -12.9% | -7.5% |
| YTD | -20.3% | +10.2% | -30.5% | -22.1% |
| 1Y | -36.0% | +20.2% | -56.2% | -38.2% |
| All | -36.0% | +18.4% | -54.4% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling