+2,776.7%
ALM vs BMRN
-29.8%
+2,806.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -9.9% |
| 7D | -7.1% | -1.4% | -5.7% | -7.0% |
| 30D | +24.7% | -5.8% | +30.5% | +25.6% |
| 3M | +8.3% | +16.6% | -8.3% | +5.2% |
| 6M | -22.2% | +7.6% | -29.8% | -23.5% |
| YTD | +88.1% | +10.2% | +77.9% | +83.8% |
| 1Y | +272.4% | +20.2% | +252.2% | +257.1% |
| 3Y | +2,004.1% | -27.4% | +2,031.5% | +2,055.7% |
| 5Y | +915.8% | -16.0% | +931.8% | +899.6% |
| All | +2,776.7% | -29.8% | +2,806.5% | +2,585.6% |
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