+0.2%
ALLY vs BMRN
-16.8%
+17.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -2.5% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | -3.3% | +1.3% | -4.6% | -3.8% |
| 3M | +0.5% | +14.3% | -13.8% | -3.6% |
| 6M | +12.6% | +5.7% | +6.8% | +10.1% |
| YTD | -4.7% | +8.7% | -13.4% | -7.7% |
| 1Y | +5.2% | +14.6% | -9.4% | -0.4% |
| 3Y | +66.5% | -28.3% | +94.8% | +77.8% |
| 5Y | +0.2% | -15.7% | +16.0% | -2.2% |
| All | +0.2% | -16.8% | +17.1% | -2.2% |
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