+17.4%
ALLE vs BMRN
-14.7%
+32.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -0.2% | +2.9% | -3.1% | -0.7% |
| 30D | -6.8% | +11.0% | -17.8% | -8.6% |
| 3M | +21.0% | +17.8% | +3.2% | +17.6% |
| 6M | +1.1% | +10.1% | -9.0% | -0.9% |
| YTD | -0.5% | +11.9% | -12.5% | -2.9% |
| 1Y | -7.3% | +17.2% | -24.5% | -10.5% |
| 3Y | +42.3% | -28.5% | +70.7% | +47.5% |
| All | +17.4% | -14.7% | +32.1% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling