+57.4%
LH vs BMRN
-27.4%
+84.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.7% |
| 7D | -7.4% | -1.4% | -6.0% | -7.2% |
| 30D | -4.6% | -5.8% | +1.2% | -3.7% |
| 3M | +14.5% | +16.6% | -2.1% | +11.4% |
| 6M | +14.8% | +7.6% | +7.2% | +13.1% |
| YTD | +23.3% | +10.2% | +13.0% | +20.8% |
| 1Y | +13.6% | +20.2% | -6.6% | +9.2% |
| All | +57.4% | -27.4% | +84.8% | +62.5% |
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 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