+22.1%
ALNY vs BMRN
-27.2%
+49.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -6.5% | -1.3% | -5.3% | -6.2% |
| 30D | +11.0% | -6.5% | +17.5% | +13.5% |
| 3M | -14.1% | +18.3% | -32.3% | -18.6% |
| 6M | -22.4% | +8.9% | -31.3% | -24.7% |
| YTD | -37.5% | +10.5% | -48.0% | -39.6% |
| 1Y | -46.9% | +17.5% | -64.4% | -50.0% |
| 3Y | +22.1% | -27.7% | +49.8% | +44.1% |
| All | +22.1% | -27.2% | +49.3% | +44.1% |
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