-95.8%
LCID vs BMRN
-16.9%
-78.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.9% |
| 7D | -9.1% | -1.4% | -7.7% | -8.5% |
| 30D | -37.6% | -5.8% | -31.8% | -35.7% |
| 3M | -11.1% | +16.6% | -27.7% | -17.5% |
| 6M | -59.2% | +7.6% | -66.8% | -60.8% |
| YTD | -60.5% | +10.2% | -70.7% | -62.7% |
| 1Y | -78.5% | +20.2% | -98.7% | -80.8% |
| 3Y | -92.8% | -27.4% | -65.5% | -92.0% |
| 5Y | -97.9% | -16.0% | -81.9% | -97.8% |
| All | -95.8% | -16.9% | -78.9% | -96.0% |
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