-29.5%
LEN vs BMRN
-27.4%
-2.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.8% |
| 7D | -7.8% | -1.4% | -6.4% | -7.5% |
| 30D | -11.0% | -5.8% | -5.2% | -10.1% |
| 3M | -12.8% | +16.6% | -29.4% | -15.3% |
| 6M | -20.2% | +7.6% | -27.8% | -21.5% |
| YTD | -23.0% | +10.2% | -33.3% | -24.8% |
| 1Y | -41.8% | +20.2% | -62.0% | -44.4% |
| All | -29.5% | -27.4% | -2.1% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling