+270.6%
LDOS vs BMRN
-30.8%
+301.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -5.4% | +2.9% | -8.3% | -6.0% |
| 30D | +4.9% | +11.0% | -6.2% | +2.6% |
| 3M | +7.2% | +17.8% | -10.6% | +3.6% |
| 6M | -24.2% | +10.1% | -34.3% | -26.0% |
| YTD | -25.8% | +11.9% | -37.8% | -27.9% |
| 1Y | -24.7% | +17.2% | -41.9% | -27.8% |
| 3Y | +39.3% | -28.5% | +67.8% | +45.0% |
| 5Y | +43.3% | -21.7% | +65.0% | +42.8% |
| All | +270.6% | -30.8% | +301.3% | +248.5% |
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