+23.9%
LBRT vs BMRN
-28.4%
+52.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +3.0% |
| 7D | -1.9% | +2.1% | -4.0% | -2.1% |
| 30D | -32.0% | +5.3% | -37.3% | -32.5% |
| 3M | -39.7% | -16.1% | -23.5% | -38.3% |
| 6M | -61.1% | +10.9% | -72.0% | -61.9% |
| YTD | -29.4% | -1.9% | -27.5% | -29.7% |
| 1Y | -24.5% | +6.2% | -30.7% | -26.1% |
| 3Y | -28.1% | -30.5% | +2.5% | -26.7% |
| 5Y | +23.9% | -28.4% | +52.3% | +29.4% |
| All | +23.9% | -28.4% | +52.3% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling