-10.0%
ALLE vs BMRN
+14.5%
-24.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.7% |
| 7D | -2.2% | -3.8% | +1.7% | -1.8% |
| 30D | -8.3% | -6.5% | -1.8% | -7.8% |
| 3M | +16.3% | +11.2% | +5.0% | +15.1% |
| 6M | +1.8% | +5.8% | -4.0% | +0.8% |
| YTD | -3.9% | +8.4% | -12.3% | -5.0% |
| 1Y | -10.0% | +15.7% | -25.7% | -10.1% |
| All | -10.0% | +14.5% | -24.5% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling