-97.0%
LCID vs BMRN
-27.4%
-69.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.2% | -9.7% |
| 7D | -10.2% | +2.1% | -12.3% | -11.0% |
| 30D | -10.2% | +3.8% | -14.0% | -11.5% |
| 3M | -54.1% | -16.5% | -37.6% | -49.7% |
| 6M | -53.8% | +6.9% | -60.6% | -55.3% |
| YTD | -72.0% | -3.7% | -68.3% | -71.8% |
| 1Y | -80.5% | +5.6% | -86.1% | -81.4% |
| 3Y | -92.6% | -31.4% | -61.2% | -91.4% |
| 5Y | -99.3% | -30.0% | -69.4% | -99.2% |
| All | -97.0% | -27.4% | -69.6% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling