+186.0%
ALLY vs BMRN
-33.1%
+219.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -1.9% | -3.8% | +1.9% | -0.8% |
| 30D | -4.5% | -6.5% | +2.0% | -2.7% |
| 3M | -2.8% | +11.2% | -14.1% | -6.1% |
| 6M | +10.3% | +5.8% | +4.5% | +7.7% |
| YTD | -5.7% | +8.4% | -14.1% | -8.7% |
| 1Y | +3.9% | +15.7% | -11.7% | -2.1% |
| 3Y | +64.7% | -28.6% | +93.3% | +74.7% |
| 5Y | -2.6% | -19.6% | +17.0% | -2.0% |
| 10Y | +186.0% | -31.5% | +217.5% | +172.5% |
| All | +186.0% | -33.1% | +219.0% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling