+3,551.9%
ALM vs BMRN
-2.6%
+3,554.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.8% | +7.5% |
| 7D | +1.2% | +2.1% | -0.9% | +0.9% |
| 30D | -19.3% | +3.8% | -23.1% | -20.0% |
| 3M | -40.6% | -16.5% | -24.2% | -38.5% |
| 6M | -57.9% | +6.9% | -64.8% | -59.0% |
| YTD | -6.7% | -3.7% | -3.0% | -7.1% |
| 1Y | +20.2% | +5.6% | +14.6% | +16.6% |
| 3Y | +879.4% | -31.4% | +910.8% | +926.6% |
| 5Y | +415.3% | -30.0% | +445.3% | +423.6% |
| 10Y | +2,100.8% | -37.4% | +2,138.2% | +1,973.8% |
| All | +3,551.9% | -2.6% | +3,554.5% | -96.9% |
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