+350.6%
ALLE vs BMRN
-17.5%
+368.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.4% |
| 7D | -0.6% | -0.5% | -0.2% | -0.5% |
| 30D | +26.6% | +4.3% | +22.3% | +25.5% |
| 3M | +13.2% | -10.4% | +23.6% | +15.4% |
| 6M | +42.9% | +5.8% | +37.1% | +40.6% |
| YTD | +21.0% | -3.8% | +24.8% | +21.1% |
| 1Y | +15.2% | +11.1% | +4.0% | +11.4% |
| 3Y | +95.6% | -31.7% | +127.3% | +105.3% |
| 5Y | +53.4% | -30.9% | +84.3% | +57.8% |
| 10Y | +221.5% | -37.7% | +259.2% | +216.1% |
| All | +350.6% | -17.5% | +368.2% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling