+212.1%
ALLE vs BMRN
-38.2%
+250.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | +1.6% | +1.0% | +0.5% | +1.3% |
| 30D | +24.1% | +4.3% | +19.8% | +23.0% |
| 3M | +14.8% | -19.3% | +34.1% | +19.9% |
| 6M | +45.9% | +7.2% | +38.6% | +43.0% |
| YTD | +20.7% | -4.6% | +25.3% | +21.0% |
| 1Y | +14.2% | +2.5% | +11.7% | +12.2% |
| 3Y | +90.7% | -32.5% | +123.2% | +101.0% |
| 5Y | +50.6% | -30.6% | +81.2% | +54.6% |
| All | +212.1% | -38.2% | +250.3% | +200.5% |
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