-11.1%
LHX vs BMRN
+20.6%
-31.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.3% | -1.3% | -3.0% | -4.2% |
| 30D | -15.1% | -6.5% | -8.6% | -14.7% |
| 3M | -21.0% | +18.3% | -39.2% | -21.7% |
| 6M | -32.0% | +8.9% | -40.9% | -32.3% |
| YTD | -15.3% | +10.5% | -25.8% | -15.8% |
| 1Y | -11.1% | +17.5% | -28.5% | -11.5% |
| All | -11.1% | +20.6% | -31.7% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling