-92.6%
LCID vs BMRN
-31.2%
-61.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.2% | -9.6% |
| 7D | -10.2% | +2.1% | -12.3% | -10.9% |
| 30D | -10.2% | +3.8% | -14.0% | -11.3% |
| 3M | -54.1% | -16.5% | -37.6% | -50.3% |
| 6M | -53.8% | +6.9% | -60.6% | -54.9% |
| YTD | -72.0% | -3.7% | -68.3% | -71.8% |
| 1Y | -80.5% | +5.6% | -86.1% | -81.2% |
| 3Y | -92.6% | -31.4% | -61.2% | -89.2% |
| All | -92.6% | -31.2% | -61.4% | -89.2% |
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 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