+270.3%
ALLE vs BMRN
-4.1%
+274.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -0.2% | +2.9% | -3.1% | -0.8% |
| 30D | -6.8% | +11.0% | -17.8% | -8.9% |
| 3M | +21.0% | +17.8% | +3.2% | +16.9% |
| 6M | +1.1% | +10.1% | -9.0% | -1.3% |
| YTD | -0.5% | +11.9% | -12.5% | -3.4% |
| 1Y | -7.3% | +17.2% | -24.5% | -11.2% |
| 3Y | +42.3% | -28.5% | +70.7% | +47.8% |
| 5Y | +13.5% | -21.7% | +35.1% | +13.7% |
| 10Y | +144.0% | -30.5% | +174.5% | +134.4% |
| All | +270.3% | -4.1% | +274.4% | +233.8% |
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