-9.0%
ALLY vs BMRN
+9.1%
-18.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | -2.8% | +2.1% | -4.9% | -3.1% |
| 30D | +1.9% | +5.3% | -3.4% | +1.1% |
| 3M | -12.1% | -16.1% | +4.0% | -10.7% |
| 6M | -9.0% | +10.9% | -19.9% | -9.5% |
| All | -9.0% | +9.1% | -18.1% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling