-10.4%
LEN vs BMRN
-16.0%
+5.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | -6.6% | -6.5% | -0.1% | -5.0% |
| 3M | -15.7% | +18.3% | -33.9% | -19.7% |
| 6M | -16.6% | +8.9% | -25.5% | -19.1% |
| YTD | -21.3% | +10.5% | -31.9% | -24.2% |
| 1Y | -42.0% | +17.5% | -59.5% | -45.5% |
| 3Y | -27.9% | -27.7% | -0.2% | -23.2% |
| All | -10.4% | -16.0% | +5.6% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling