+208.8%
ALLE vs BMRN
-38.4%
+247.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +0.1% | +2.6% | -2.6% | -0.5% |
| 30D | +25.9% | +4.3% | +21.7% | +24.8% |
| 3M | +14.9% | -17.1% | +31.9% | +19.3% |
| 6M | +42.1% | +5.7% | +36.4% | +39.7% |
| YTD | +20.4% | -3.9% | +24.3% | +20.4% |
| 1Y | +14.9% | +8.5% | +6.4% | +11.5% |
| 3Y | +90.1% | -32.0% | +122.1% | +100.1% |
| 5Y | +53.0% | -29.9% | +82.9% | +56.8% |
| 10Y | +208.8% | -38.9% | +247.8% | +194.9% |
| All | +208.8% | -38.4% | +247.3% | +194.9% |
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