+260.0%
LDOS vs BMRN
-32.7%
+292.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.3% |
| 7D | -7.1% | -0.3% | -6.8% | -7.1% |
| 30D | -6.1% | +1.3% | -7.3% | -6.4% |
| 3M | +5.6% | +14.3% | -8.7% | +2.7% |
| 6M | -26.9% | +5.7% | -32.7% | -28.0% |
| YTD | -27.9% | +8.7% | -36.7% | -29.5% |
| 1Y | -26.8% | +14.6% | -41.4% | -29.5% |
| 3Y | +39.6% | -28.3% | +67.9% | +45.1% |
| 5Y | +39.4% | -15.7% | +55.1% | +36.3% |
| 10Y | +260.0% | -33.7% | +293.6% | +240.6% |
| All | +260.0% | -32.7% | +292.7% | +240.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling