+215.3%
ALLE vs BMRN
-37.6%
+252.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +3.6% | +2.1% | +1.4% | +3.1% |
| 30D | +25.9% | +3.8% | +22.1% | +24.9% |
| 3M | +15.8% | -16.5% | +32.2% | +20.0% |
| 6M | +48.1% | +6.9% | +41.2% | +45.3% |
| YTD | +22.0% | -3.7% | +25.7% | +22.0% |
| 1Y | +18.0% | +5.6% | +12.5% | +15.2% |
| 3Y | +93.1% | -31.4% | +124.5% | +102.8% |
| 5Y | +52.1% | -30.0% | +82.0% | +55.9% |
| All | +215.3% | -37.6% | +252.9% | +202.9% |
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