+179.2%
LH vs BMRN
-29.6%
+208.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -4.7% | -1.3% | -3.4% | -4.4% |
| 30D | -3.5% | -6.5% | +3.0% | -2.0% |
| 3M | +17.7% | +18.3% | -0.6% | +12.8% |
| 6M | +15.8% | +8.9% | +6.9% | +12.7% |
| YTD | +25.1% | +10.5% | +14.6% | +21.2% |
| 1Y | +12.5% | +17.5% | -5.0% | +6.6% |
| 3Y | +59.8% | -27.7% | +87.5% | +67.4% |
| 5Y | +27.1% | -15.8% | +42.8% | +24.7% |
| All | +179.2% | -29.6% | +208.8% | +169.8% |
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