+2,724.7%
LHX vs BMRN
+392.1%
+2,332.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -4.8% | -1.4% | -3.4% | -4.6% |
| 30D | -12.7% | -5.8% | -6.9% | -12.0% |
| 3M | -17.6% | +16.6% | -34.3% | -19.6% |
| 6M | -30.7% | +7.6% | -38.3% | -31.7% |
| YTD | -14.3% | +10.2% | -24.6% | -16.0% |
| 1Y | -8.4% | +20.2% | -28.6% | -11.6% |
| 3Y | +56.7% | -27.4% | +84.0% | +60.5% |
| 5Y | +18.5% | -16.0% | +34.5% | +17.0% |
| 10Y | +229.6% | -30.3% | +259.9% | +221.2% |
| All | +2,724.7% | +392.1% | +2,332.6% | +1,592.2% |
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