+2,234.3%
ALM vs BMRN
-28.6%
+2,262.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | +3.6% | -3.8% | +7.4% | +4.1% |
| 30D | +33.8% | -6.5% | +40.3% | +34.8% |
| 3M | +14.8% | +11.2% | +3.6% | +12.6% |
| 6M | -7.0% | +5.8% | -12.8% | -8.1% |
| YTD | +108.1% | +8.4% | +99.7% | +104.0% |
| 1Y | +313.8% | +15.7% | +298.1% | +299.3% |
| All | +2,234.3% | -28.6% | +2,262.9% | +2,256.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling