+21.2%
ALK vs BMRN
-31.8%
+53.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +12.9% | +2.6% | +10.3% | +12.3% |
| 30D | +5.5% | +4.3% | +1.3% | +4.5% |
| 3M | -12.1% | -17.1% | +5.0% | -8.3% |
| 6M | +1.7% | +5.7% | -4.0% | -0.3% |
| YTD | -17.4% | -3.9% | -13.5% | -17.5% |
| 1Y | -1.9% | +8.5% | -10.4% | -5.8% |
| 3Y | +21.2% | -32.0% | +53.2% | +32.6% |
| All | +21.2% | -31.8% | +53.0% | +32.6% |
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 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