+166.7%
LII vs BMRN
-38.8%
+205.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.4% | +2.6% | -2.2% | -0.1% |
| 30D | -2.4% | +4.3% | -6.6% | -3.2% |
| 3M | -17.5% | -17.1% | -0.4% | -14.5% |
| 6M | -32.8% | +5.7% | -38.5% | -34.0% |
| YTD | -27.7% | -3.9% | -23.8% | -27.7% |
| 1Y | -28.1% | +8.5% | -36.5% | -30.1% |
| 3Y | -9.7% | -32.0% | +22.3% | -5.2% |
| 5Y | +19.5% | -29.9% | +49.4% | +23.2% |
| All | +166.7% | -38.8% | +205.5% | +157.7% |
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