+5,108.5%
LH vs BMRN
+385.5%
+4,723.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +2.0% | +1.3% | +0.7% | +1.8% |
| 3M | +24.3% | +14.3% | +10.0% | +22.0% |
| 6M | +21.1% | +5.7% | +15.3% | +19.8% |
| YTD | +30.4% | +8.7% | +21.7% | +28.6% |
| 1Y | +18.4% | +14.6% | +3.7% | +15.5% |
| 3Y | +65.5% | -28.3% | +93.8% | +69.8% |
| 5Y | +29.9% | -15.7% | +45.6% | +29.5% |
| 10Y | +186.6% | -33.7% | +220.3% | +186.5% |
| All | +5,108.5% | +385.5% | +4,723.0% | +3,699.8% |
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 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