+165.9%
LII vs BMRN
-37.6%
+203.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +2.9% | +2.1% | +0.8% | +2.5% |
| 30D | +0.9% | +3.8% | -2.9% | +0.1% |
| 3M | -15.5% | -16.5% | +1.0% | -12.6% |
| 6M | -30.2% | +6.9% | -37.1% | -31.6% |
| YTD | -26.8% | -3.7% | -23.1% | -26.9% |
| 1Y | -25.3% | +5.6% | -30.8% | -26.9% |
| 3Y | -7.8% | -31.4% | +23.6% | -3.4% |
| 5Y | +17.0% | -30.0% | +46.9% | +20.6% |
| All | +165.9% | -37.6% | +203.6% | +157.2% |
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 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