+7,705.7%
ALM vs BMRN
+13.2%
+7,692.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.6% | +2.9% | -5.5% | -3.2% |
| 30D | +32.0% | +11.0% | +21.0% | +28.8% |
| 3M | -15.0% | +17.8% | -32.9% | -18.4% |
| 6M | -10.1% | +10.1% | -20.2% | -12.7% |
| YTD | +99.4% | +11.9% | +87.5% | +92.8% |
| 1Y | +316.4% | +17.2% | +299.1% | +295.6% |
| 3Y | +2,022.0% | -28.5% | +2,050.5% | +2,106.8% |
| 5Y | +941.2% | -21.7% | +962.9% | +934.8% |
| 10Y | +2,950.3% | -30.5% | +2,980.8% | +2,724.8% |
| All | +7,705.7% | +13.2% | +7,692.5% | -93.5% |
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