-92.7%
LCID vs BMRN
-28.6%
-64.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.4% | -7.6% |
| 7D | -9.3% | -3.8% | -5.5% | -8.0% |
| 30D | -35.4% | -6.5% | -28.9% | -33.7% |
| 3M | -17.1% | +11.2% | -28.3% | -20.3% |
| 6M | -58.9% | +5.8% | -64.7% | -60.0% |
| YTD | -59.6% | +8.4% | -68.0% | -61.1% |
| 1Y | -78.0% | +15.7% | -93.6% | -79.5% |
| All | -92.7% | -28.6% | -64.1% | -91.9% |
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