+94.3%
ALLY vs BMRN
-17.2%
+111.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.7% | +2.6% | -3.3% | -1.3% |
| 30D | +1.1% | +4.3% | -3.1% | 0.0% |
| 3M | -13.2% | -17.1% | +3.9% | -9.1% |
| 6M | -13.5% | +5.7% | -19.1% | -15.3% |
| YTD | -14.3% | -3.9% | -10.4% | -14.2% |
| 1Y | -1.1% | +8.5% | -9.6% | -4.6% |
| 3Y | +62.0% | -32.0% | +94.0% | +72.8% |
| 5Y | -9.6% | -29.9% | +20.3% | -5.6% |
| 10Y | +176.0% | -38.9% | +214.9% | +177.2% |
| All | +94.3% | -17.2% | +111.5% | +81.0% |
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