+2.3%
ALK vs BMRN
-28.8%
+31.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -18.5% | +1.3% | -19.7% | -18.9% |
| 3M | -3.6% | +14.3% | -17.8% | -6.7% |
| 6M | -3.7% | +5.7% | -9.4% | -5.5% |
| YTD | -19.0% | +8.7% | -27.8% | -21.2% |
| 1Y | -36.0% | +14.6% | -50.7% | -38.8% |
| 3Y | +2.3% | -28.3% | +30.7% | +1.1% |
| All | +2.3% | -28.8% | +31.2% | +1.1% |
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