+176.7%
ALLY vs BMRN
-37.5%
+214.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | -2.8% | +2.1% | -4.9% | -3.4% |
| 30D | +1.9% | +5.3% | -3.4% | +0.3% |
| 3M | -12.1% | -16.1% | +4.0% | -7.7% |
| 6M | -9.0% | +10.9% | -19.9% | -12.5% |
| YTD | -12.9% | -1.9% | -11.1% | -13.4% |
| 1Y | -0.1% | +6.2% | -6.3% | -3.6% |
| 3Y | +64.6% | -30.5% | +95.1% | +76.3% |
| 5Y | -10.1% | -28.4% | +18.3% | -6.4% |
| 10Y | +176.7% | -36.2% | +212.9% | +164.4% |
| All | +176.7% | -37.5% | +214.1% | +164.4% |
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