+272.4%
ALM vs BMRN
+18.4%
+253.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -9.5% |
| 7D | -7.1% | -1.4% | -5.7% | -7.2% |
| 30D | +24.7% | -5.8% | +30.5% | +24.4% |
| 3M | +8.3% | +16.6% | -8.3% | +8.2% |
| 6M | -22.2% | +7.6% | -29.8% | -22.2% |
| YTD | +88.1% | +10.2% | +77.9% | +86.9% |
| 1Y | +272.4% | +20.2% | +252.2% | +271.8% |
| All | +272.4% | +18.4% | +253.9% | +271.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling