+252.0%
LDOS vs BMRN
-35.8%
+287.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.3% | +1.9% |
| 7D | -5.8% | -0.5% | -5.4% | -5.7% |
| 30D | +11.6% | +4.3% | +7.2% | +10.6% |
| 3M | -1.0% | -10.4% | +9.4% | +1.2% |
| 6M | +5.1% | +5.8% | -0.7% | +3.5% |
| YTD | -24.0% | -3.8% | -20.3% | -23.9% |
| 1Y | -30.3% | +11.1% | -41.4% | -32.5% |
| 3Y | +37.0% | -31.7% | +68.7% | +44.2% |
| 5Y | +53.4% | -30.9% | +84.3% | +57.1% |
| 10Y | +252.0% | -37.7% | +289.7% | +234.9% |
| All | +252.0% | -35.8% | +287.7% | +234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling