+89.2%
ALLE vs BMRN
-29.4%
+118.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -0.6% | -4.2% | +3.7% | 0.0% |
| 30D | +25.3% | +1.5% | +23.8% | +25.1% |
| 3M | +10.3% | -8.8% | +19.1% | +11.4% |
| 6M | +38.0% | +2.6% | +35.4% | +37.2% |
| YTD | +17.8% | -5.7% | +23.5% | +18.2% |
| 1Y | +13.6% | +8.1% | +5.5% | +11.5% |
| 3Y | +89.2% | -26.5% | +115.7% | +92.9% |
| All | +89.2% | -29.4% | +118.6% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling