+96.0%
ALLY vs BMRN
-17.8%
+113.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | -2.1% | +1.0% | -3.2% | -2.4% |
| 30D | +2.0% | +4.3% | -2.3% | +0.9% |
| 3M | -13.3% | -19.3% | +5.9% | -8.7% |
| 6M | -9.9% | +7.2% | -17.1% | -12.1% |
| YTD | -13.5% | -4.6% | -8.9% | -13.3% |
| 1Y | -2.8% | +2.5% | -5.3% | -4.8% |
| 3Y | +63.4% | -32.5% | +95.9% | +74.7% |
| 5Y | -10.9% | -30.6% | +19.8% | -6.7% |
| 10Y | +174.7% | -38.0% | +212.7% | +175.5% |
| All | +96.0% | -17.8% | +113.8% | +82.9% |
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