+34.6%
LBRT vs BMRN
-26.0%
+60.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.3% |
| 7D | +2.3% | -1.4% | +3.7% | +2.6% |
| 30D | -2.9% | -5.8% | +2.9% | -1.6% |
| 3M | -26.1% | +16.6% | -42.8% | -29.3% |
| 6M | -26.2% | +7.6% | -33.7% | -28.3% |
| YTD | +13.7% | +10.2% | +3.4% | +9.4% |
| 1Y | +93.6% | +20.2% | +73.4% | +80.5% |
| 3Y | +23.2% | -27.4% | +50.6% | +28.6% |
| 5Y | +125.5% | -16.0% | +141.5% | +117.6% |
| All | +34.6% | -26.0% | +60.6% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling