-97.8%
LCID vs BMRN
-18.1%
-79.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.4% | -7.6% |
| 7D | -9.3% | -3.8% | -5.5% | -7.3% |
| 30D | -35.4% | -6.5% | -28.9% | -32.7% |
| 3M | -17.1% | +11.2% | -28.3% | -22.1% |
| 6M | -58.9% | +5.8% | -64.7% | -60.6% |
| YTD | -59.6% | +8.4% | -68.0% | -62.0% |
| 1Y | -78.0% | +15.7% | -93.6% | -80.4% |
| 3Y | -92.7% | -28.6% | -64.1% | -91.5% |
| 5Y | -97.8% | -19.6% | -78.3% | -98.2% |
| All | -97.8% | -18.1% | -79.8% | -98.2% |
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 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