+1,088.3%
LEN vs BMRN
+385.5%
+702.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -3.2% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -8.9% | +1.3% | -10.1% | -9.3% |
| 3M | -10.9% | +14.3% | -25.2% | -14.0% |
| 6M | -19.7% | +5.7% | -25.4% | -21.3% |
| YTD | -20.6% | +8.7% | -29.3% | -22.9% |
| 1Y | -42.4% | +14.6% | -57.1% | -45.1% |
| 3Y | -26.5% | -28.3% | +1.8% | -23.1% |
| 5Y | -10.9% | -15.7% | +4.8% | -11.4% |
| 10Y | +100.6% | -33.7% | +134.3% | +99.2% |
| All | +1,088.3% | +385.5% | +702.8% | +564.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling