+162.5%
ALLE vs BMRN
-32.8%
+195.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -7.6% | +1.3% | -8.9% | -8.0% |
| 3M | +22.8% | +14.3% | +8.5% | +19.2% |
| 6M | +4.6% | +5.7% | -1.1% | +2.9% |
| YTD | -1.2% | +8.7% | -10.0% | -3.6% |
| 1Y | -9.1% | +14.6% | -23.8% | -12.7% |
| 3Y | +50.0% | -28.3% | +78.3% | +56.1% |
| 5Y | +15.2% | -15.7% | +31.0% | +13.4% |
| All | +162.5% | -32.8% | +195.4% | +144.6% |
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