-31.2%
LDOS vs BMRN
+8.7%
-39.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | -2.8% | +2.0% | -4.8% | -3.1% |
| 30D | +13.6% | -0.7% | +14.3% | +13.7% |
| 3M | +4.2% | -5.9% | +10.1% | +5.2% |
| 6M | -8.2% | +3.0% | -11.2% | -7.6% |
| YTD | -24.1% | -3.9% | -20.2% | -23.1% |
| 1Y | -31.2% | +8.8% | -40.0% | -31.7% |
| All | -31.2% | +8.7% | -39.9% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling